I’m sure you meant USG …UDM (Unify Dream Machine) is all in one device (switch, ap, fw).
USG and USG Pro do the same. Difference is in “horse” power…USG Pro has up to 250Mbps throughput with both IDS and IPS turned on. Other then that, no other major differences.
Unifi Network Controller software is needed. It can be in the Unifi cloud (Ubiquiti Account), Cloud key device (little dongle thingie) or virtual appliance.
I run my “cloud key” in docker on synology, but it can also be ran Home Assistant.
Found a nice pic showing some throughput stats…the top is UDM Pro, the latest and greatest from Unifi…