The UDP entry in the POE cookbook
gives a run-down of setting up a UDP client and server. The page mentions why there's no UDP server component: no one has felt the need enough to write one.
As for your broadcast question, it's been a while since I messed with UDP sockets, but can't you specify a local address of INADDR_ANY and achieve the effect you want? To get through POE::Wheel::UDP's LocalAddr argument handling you'd have to specify inet_ntoa(INADDR_ANY).
You might also want to check out POE::Wheel::Multicast, a subclass of POE::Wheel::UDP.