How to build my own Cura GUI?
UM could stand for UltiMaker. I think that you need to either:


download Uranium;
install the UM package;
import the UM package, or;
need to add it to your path (PYTHONPATH).


You may find your answer here: help needed: ImportError: "No Module named UM" in Eclipse #510.

The two things that you seem to need to do are:


Get Uranium from https://github.com/Ultimaker/Uranium.
Add the path: PYTHONPATH=/path/to/uranium/repo cura_app.py