The key difference between UDP & TCP is Speed & Reliability.
Long story short
If you are looking for high speed, it's UDP.
If you are looking for reliability, it's TCP.
Below you can see a visual presentation on the difference on how the two different protocol communicates with each other.
Some servers only have UDP, and some servers have both enabled. OctoVPN Client for Windows, iOS & Android will automatically fallback to the available protocol & prioritize the one you select in the settings.