You don’t. If I understand correctly, when you send a message to udp send, it is automatically formatted as an OSC (or OSC-like if there is no address with a slash) message. Likewise, udp receive will automatically convert OSC messages into max messages. In the help file for updsend and udpreceive it says:
You can see what’s happening under the hood (on a mac or probably any unix system) by typing nc -ul PORT | hexdump -C into your terminal and then sending max messages to a [udpsend 127.0.0.1 PORT] where PORT is any udp port. The terminal will print any messages you send in binary, and you can contentedly poor through the data and look at all the bytes that were added when you weren’t looking 
I’m not familiar with the DTR though; it may require you to use bundles.
edit: clarity