UDK based firmware on UEFI IA-32 and UEFI x64 platforms can be debugged with
SourceLevelDebugPkg in conjunction with Intel(R) UEFI Development Kit Debugger
Tool (Intel (R) UDK Debugger Tool).

The Intel(R) UDK Debugger Tool and its detailed user manual can be obtained
from: http://www.uefidk.com/develop.