If you built your own UBW, you need to put the bootloader and firmware HEX files on your UBW first before you can proceed. See this page for help. If you bought your UBW, just proceed to step 1.
From the UBW page.
So I've built the UBW (only the USB connections, no LEDs or other stuff yet), but the so-called hex files which which needed to be loaded into the PIC beforehand is not there. The part where it says See this page for help doesn't have a hyperlink.