Receive Ethernet data to the FPGA
You are I think confusing a couple of different levels of the stack here, I mean UDP sits on top of IP (generally), and IP needs among other things you to respond to ARP and advertise an IP address to MAC mapping.
At a bare minimum you need to set a MAC address (which at a minimum must be unique within your network), and then generate ethernet frames containing this MAC, trouble is your OS will not want to do this (But may be able to be coerced) and any switches will drop the packets because you do not have an ARP responder to advertise that you have that MAC (Broadcast packets MIGHT work).
Getting ARP and ping working are generally the way to go when bringing up an FPGA based IP implementation. Once you have those, UDP will come easily. Lots of state machines in your future....