How to know if a datagram package was sent to a client

How to know if a datagram package was sent to a client

I am trying to establish UDP network between processes, where they
continuously share messages. I need to know if there is a message pending
to be received by a certain process. And if there isn't, what happens when
I call the DatagramSocket.receive() function? Will the program halt
waiting for the message or it will just ignore this function? I don't know
if I am clear enough or even thinking in the right direction, so any hints
will be helpful.
Thanks in advance.