.Upk files.

They are "levels", they contains musics, entities images, scripts, models, etc. The only way to fully unpack them is to download Unreal Engine Editor and open them. I made a tut at the Game Developing section on how to correctly install the Unreal Editor.
EDIT: Nah wrong file format, I was talking about .upd,,,,

The only way to really get into a UPK file is to actually download the UDK and use it. There may be a tool for extracting sound files out of UPK files, but to get meshes, textures, and other things out of it it will be easiest to just download the UDK and use it.

Yes but it's not like with UDK you get every texture Maybe he wants some textures and models from AVA (for ie).