The UDB (Db2/LUW) Capture Agent is generally installed on a separate platform from the Database itself simply because the DBAs will not permit third party software to be installed on the database server platform. Connect CDC (SQData) supports remote capture of UDB from any platform with properly installed Db2 Connect client software.
Install the IBM Db2 Connect client and configure it to support connections to the database to be captured using IBM's documentation for that process.