A .kudo file is a 3D Game file created and saved with Microsoft Kodu Game Lab software which is an educational game development environment. It is designed to teach kids basic programming principles and allows creators to program the behaviors of game elements using visual programming language. Kodu files can be saved and shared with other users but can only be opened and run in the Kodu software.
KODU File Format - More Information
Kodu files are binary files, saved in Microsoft proprietary file format. Its file format specifications are not available publicly for developer’s and that is why Kodu files can only be run inside the Kodu Game Lab software.