This article is for whom are new to UDK Script:
If you are just beginner of C++ and want to getting start with UDK. I hope this will help you a bit! I am using python for a while but totally new to C++. So it is painful for me to setup the environment for C++ at begging.
If you want to use Microsoft Visual C++ Shell 2010 with nFringe.
goto UE3:Setting Up a New Game Project Tutorial (UDK) definitely helpful.
If you are using N++
Goto SorceFroge download UnrealScrip
ReadHere if you don't have idea how to load a User Defined Language files.
Go to Settings -> Preferences, and switch to the Backup/Auto-competion tab.
Go to Run, and click "...".
Choose the UDK.exe which locate in somewhere like"C:\UDK\UDK-2012-02\Binaries\Win32"
The first tutorial I followed is UDK Loading and Saving Data with UDKScript
That's All I got for now.