Since a few days I am using Homeassistant.
I was wondering is there is a way to communicate wireless with an Arduino.
(I have an ESP8266 attached to my Arduino via TX/RX)
I allready tried to use MQTT, but I don’t get the broker working on my windows computer.
I prefer to use UDP, but I cannot find a component for that.
unless there is a specific reason for keeping the Arduino around, my suggestion would be to dismiss it altogether and use the ESP8266 alone. Using both an Arduino and an ESP8266 just makes things more complicated (again, I do not know the specifics of your implementation, so can’t really say if the Arduino is needed or not, but an ESP8266 can pretty much do all that an Arduino does, you can even use the Arduino IDE to program it).
Having said that, I’m using several ESP8266’s for my home automation and I’m controlling them via MQTT. I think it would make a lot more sense to put your efforts into getting MQTT to work, rather than hacking some other (UDP or other) solution.