This build for Udyr should be played in top lane, dashing off into the jungle when you want to grab buffs. Note however that you should take the dragon for your team whenever it is up from once you have your Wriggles Lantern. You should have this at about level 6 however if you do well early game then wait until you Tiger Stance is sufficiently leveled to take the dragon down quickly.
Also pay attention to the other team. If they have are putting out masses of magic damage then build your Force of Nature before the Thornmail. Once fully built you should also be able to take Baron Nashor with considerably less of your team then is normally needed. At around level 16 (or when your Bloodrazor is finished) get one or two high damage allies and take Baron for your team!
Finally sell your Dorans Shield once the rest of the build is complete and look at how the enemy team is doing and how your team is doing. If they are doing well with Physical Damage and you are having Mana problems, consider a Frozen Heart. Or if you aren't having Mana problems consider a Sunfire Cape. If they are excelling through Magic Damage consider items like Banshees Veil or Abysmal Scepter. If they are doing well all around consider a Guardian Angel. I your main problem is crowd control (i.e. teams with Ashe and other crowd control heavy champions) consider a Quicksilver Sash.
If none of this is the case and you want to up your damage output then consider items like The Bloodthirster, Frozen Mallet and other damage and sustain items. Remember at the end of the day that this build works with Udyr being a Tank with medium DPS not carry like Master Yi or Tryndamere.