Yaki-udon is one of the ways to eat udon noodle, which is made from flour. Yaki means pan fried and therefore yaki-udon means pan fried udon.
Other noodle which is pan fried is yaki-soba, which looks like using soba noodle, but it is not. Soba is a buckwheat noodle but yaki-soba uses Chinese noodle, similar to ramen noodle which is made from flour.
Ingredients for yaki-udon and yaki-soba are almost same but the difference is the sauce. Yaki-soba's flavor is mostly Worcester sauce based yaki-soba sauce but yaki-udon is either Worcester sauce or soy sauce. Therefore waiter might ask you which flavor you want.
Then, yaki-udon is not so popular as yaki-soba which you can find at street vendors. Therefore if you find it on the menu card, better to order it.