The setup of an Asset Texturing project for meshes using multiple UDIM tiles takes place during project creation.
To set up a project for the UDIM workflow:
Welcome Screen, the Canvas Toolbar, or the File menu.
New Project screen, select Layering.
Type dropdown menu, choose UDIM.
You can then select the mesh and create the project.
To learn more about how to set up asset texturing projects, please read our article on Creating Your First Layering Project.