VideoCapture() does not work with udp protocol

Ok, for me to clarify I understand the following:

OpenCV and FFmpeg are two different things, but are they connected or are they totally independent?

With VLC I can open the link perfectly, to open it with OPENCV I do it through the terminal, with FFmpeg I also do it through the terminal, the procedure I do is to execute the .exe from the terminal and put: ffplay.exe -i and in the UDP link, too I have tried with ffmpeg.exe -i and the link but nothing.

Am I very lost?

Thank you very much and sorry for the inconvenience.