1) Udemy hosts the quizes on Udemy. There is also a tab for a Coding type lecture, but since I don't teach coding I've never tried it. Do a few google searches on "Udemy coding" and I'm sure you'll find a hit.
2) Students can communicate with you in three ways:
2.1) Send a Udemy message (you'll see a red number light up next to your face). Only you will see this message (in addition to Udemy spies, so watch what you say).
2.2) Submit a course Q&A message which will be seen by you and students.
2.3) Respond to one of your announcements which will also be public.