For this example, I launched Transmission to download Ubuntu 15.04 via BitTorrent protocol. Here is a quick way to see if there is some UDP involved:
maxime@maxime-laptop:~$ ps -e | grep transmission
3167 ? 00:00:00 transmission-gt
maxime@maxime-laptop:~$ lsof -iUDP | grep 3167
transmiss 3167 maxime 17u IPv4 58714 0t0 UDP *:51413
transmiss 3167 maxime 18u IPv4 58718 0t0 UDP maxime-laptop:42349->bbox.lan:5351
So yes, it looks like there is some UDP involved.
Now if you want to go further, you could capture and analyze the network data using a tool like Wireshark.
Editor's note:
I self-compiled Transmission 3.00, launched my VPN, opened both TCP and UDP ports for torrenting, results after a few minutes are clear, Transmission received 8 TCP packets, while at the same time frame 1673 UDP packets as documented by a snippet from iptables:
8 448 ACCEPT tcp -- any any anywhere anywhere tcp dpt:<CENSORED>
1673 217K ACCEPT udp -- any any anywhere anywhere udp dpt:<CENSORED>
Anyhow, another thing I found as proof of UDP action = trackers:
