UDP using CAsyncSocket

I have always used CAsyncSocket to make TCP connections. But for my current
project I need to receive from a UDP stream. I thought I would just use
CAsyncSocket and specify SOCK_DGRAM in the Create function. I asked my
client for the address and port I should be using. He told me the port
number and said "its UDP, I don't need an address". I said "Oh" and I left.
I never connected to UDP before so I don't know. Now I am in my office and I
am looking stuff up and I am confused...

For UDP, do I need an address to receive data as a client?



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