A Microsoft Data Link file or Universal Data Link is a universal file that links to a specific database and can be used by many different applications.

The way a .UDL file is initially created depends on your Windows installation. This can be created  desktop shortcut menu.

1. Right-click on the Desktop, or in the folder where you want to create the file.
2. Select “New” from the shortcut menu. If Microsoft Data Link is listed, select it.
3. Windows 2000 will most likely not have a Microsoft Data Link listed. If this is the case, please refer to the next section. Read more »