Problem:
There is no documentation on how to build a UDF on SCO 5.

Solution:
A UDF on any platform is just a shared library.  So, to 
build a UDF on SCO 5 one must know how to build a 
shared library on SCO 5.

SCO has a set of technical documents.  One of these 
documents explains how to build a shared library on SCO 5.  
The article number is 100786.

You can load https://www.sco.com/ta and enter the TA number 
listed above to retrieve the document.