Udemy's guidance is at https://teach.udemy.com/marketing/ with some good tips.
To answer your question about how *I* am promoting my courses, I:
- Upload my free preview videos on YouTube with a link to the full course in the description
- Announce new courses to my LinkedIn, Facebook, and Twitter followings
- Use Udemy promotional announcements as often as possible to cross-promote my courses (but, you need more than one course to do this)
- Ocassionally appear as a podcast guest
- Regularly email the mailing list I've built up outside of Udemy with helpful content and course offers
- Make use of the "bonus lecture" in Udemy to cross-promote courses
But in all honesty, the traffic this work brings is a drop in the bucket compared to what Udemy can bring for you. If you create a comprehensive course in a topic that is in high demand and is underserved - that smart choice in topic selection will be far more valuable than any marketing you might do on your own. You want to make Udemy and its resources work for you, by creating content the marketplace needs - if you do that, then they will funnel far more students to your course than you could ever drive on your own.
There is a lot of competition among instructors on Udemy, and standing out from the competition is hard. Figure out how to make your course the obvious choice amongst the other courses that already exist in your topic; that's a better use of time.