The FreeRTOS code you are using is *very* old, and the lwIP code is moderately old.
You can find a FreeRTOS/lwIP 1.4.0 integration that runs in the FreeRTOS windows simulator here [note the CLI code in this example is pre-release code and not official FreeRTOS+CLI code]:
http://interactive.freertos.org/entries/20290712-FreeRTOS-Win32-project-with-lwIP-web-server
lwIP has three APIs, each of which has greater abstraction. The Raw API is the lowest, and the Sockets is the highest. The sockets file are therefore not part of the core lwIP functionality, but use the core functionality to provide a familiar sockets like API.
Regards.
The page you
link to is
not lwIP but a propriatory UDP stack developed by Real Time Engineers Ltd directly. To use that code you would need to
create a functions to interface the UDP stack to the ST MAC drivers.
I believe uIP can be used with UDP, but I have never done it myself, so couldn't offer any advice on that.
Regards.