I am not familiar with UDK but you can use the geometry tools to add some attributes to the faces on a mesh. The modeling tools operate on a slightly different order then other packages so select the mesh first, then tool, then mesh component i.e. faces. So for assigning materials to a specific face use the Material Edit tool under the Attributes tab. select the faces you want, if you need to add a material slot click the plus sign next to materials, set which material you want to assign and then finally assign the material and accept.
There are also other attributes you can edit with Attribute Editor tool that is just above the Material Edit tool.
Hope that Helps,
Russell