How to work with UDP sockets in iOS, swift?

You need to wait until your connection is in the ready state before you try and send or receive any data. You will also need to hold a strong reference to your connection in a property to prevent it from being released as soon as the function exits.

var connection: NWConnection?

func someFunc() {

    self.connection = NWConnection(host: "255.255.255.255", port: 9093, using: .udp)

    self.connection?.stateUpdateHandler = { (newState) in
        switch (newState) {
        case .ready:
            print("ready")
            self.send()
            self.receive()
        case .setup:
            print("setup")
        case .cancelled:
            print("cancelled")
        case .preparing:
            print("Preparing")
        default:
            print("waiting or failed")

        }
    }
    self.connection?.start(queue: .global())

}

func send() {
    self.connection?.send(content: "Test message".data(using: String.Encoding.utf8), completion: NWConnection.SendCompletion.contentProcessed(({ (NWError) in
        print(NWError)
    })))
}

func receive() {
    self.connection?.receiveMessage { (data, context, isComplete, error) in
        print("Got it")
        print(data)
    }
}

This solution work for me! Thanks @Paulw11
Swift 4, XCode 10.1, iOS 12.0
Simple connect to the public UDP server (This is NOT optimal version but works):

import UIKit
import Network

class ViewController: UIViewController {

    var connection: NWConnection?
    var hostUDP: NWEndpoint.Host = "iperf.volia.net"
    var portUDP: NWEndpoint.Port = 5201

    override func viewDidLoad() {
        super.viewDidLoad()

        // Hack to wait until everything is set up
        var x = 0
        while(x<1000000000) {
            x+=1
        }
        connectToUDP(hostUDP,portUDP)
    }

    func connectToUDP(_ hostUDP: NWEndpoint.Host, _ portUDP: NWEndpoint.Port) {
        // Transmited message:
        let messageToUDP = "Test message"

        self.connection = NWConnection(host: hostUDP, port: portUDP, using: .udp)

        self.connection?.stateUpdateHandler = { (newState) in
            print("This is stateUpdateHandler:")
            switch (newState) {
                case .ready:
                    print("State: Ready\n")
                    self.sendUDP(messageToUDP)
                    self.receiveUDP()
                case .setup:
                    print("State: Setup\n")
                case .cancelled:
                    print("State: Cancelled\n")
                case .preparing:
                    print("State: Preparing\n")
                default:
                    print("ERROR! State not defined!\n")
            }
        }

        self.connection?.start(queue: .global())
    }

    func sendUDP(_ content: Data) {
        self.connection?.send(content: content, completion: NWConnection.SendCompletion.contentProcessed(({ (NWError) in
            if (NWError == nil) {
                print("Data was sent to UDP")
            } else {
                print("ERROR! Error when data (Type: Data) sending. NWError: \n \(NWError!)")
            }
        })))
    }

    func sendUDP(_ content: String) {
        let contentToSendUDP = content.data(using: String.Encoding.utf8)
        self.connection?.send(content: contentToSendUDP, completion: NWConnection.SendCompletion.contentProcessed(({ (NWError) in
            if (NWError == nil) {
                print("Data was sent to UDP")
            } else {
                print("ERROR! Error when data (Type: Data) sending. NWError: \n \(NWError!)")
            }
        })))
    }

    func receiveUDP() {
        self.connection?.receiveMessage { (data, context, isComplete, error) in
            if (isComplete) {
                print("Receive is complete")
                if (data != nil) {
                    let backToString = String(decoding: data!, as: UTF8.self)
                    print("Received message: \(backToString)")
                } else {
                    print("Data == nil")
                }
            }
        }
    }
}