Hi Abhishek,
If we add DebugMessage(some text) in the udf and when you execute the mapping part with some test data. Then you can find that information in the logs in the trace level(option Debug) of the execution happened.
The marked one is the text which i have written in the trace.addDebugMessage() in the udf.
Even you don't have any text using trace object in the udf, if you jsut select the relevant trace level options at the trace in the test tab, it just shows the action pertaining to the trace level and displays the same in the pop up window when you test with a test data.
If you select the level Debug in the trace, then it's just like when you debug any code, you will just traverse through each line, it is the same way here. Normally we won't use this method of the trace frequently until and unless there is a need to go.
Just play around these and you can explore yourself on this.