That's pretty much it. Then you'll need to modify your layout templates to include the files in the right places.
One issue to be aware of is paths. For example, in the udm-custom.js file, there is a reference needed to the udm-resources folder, which by default is set to a relative path
um.baseSRC = "udm-resources/";
You'll probably need to make that an absolute path, especially if your site uses mod rewrite for SEO purposes.