Okay, so, did you download the UFDiine .zip file from the github? https://github.com/GaryOderNichts/UFDiine/releases/download/v1.1/ufdiine.zip
The folder needs to be extracted to the root of the SD card. So the "ufdiine" folder should be in wiiu\apps\ufdiine on the SD card.
Make sure you turn off your Wii U and wait for it to shut down before ejecting the SD card. And when you've got UFDiine extracted correctly to your SD card, insert it into the Wii U before turning the power back on.
The folder needs to be extracted to the root of the SD card. So the "ufdiine" folder should be in wiiu\apps\ufdiine on the SD card.
Make sure you turn off your Wii U and wait for it to shut down before ejecting the SD card. And when you've got UFDiine extracted correctly to your SD card, insert it into the Wii U before turning the power back on.