One day when I was really bored I tried to draw a class diagram of (parts of) the RhinoCommon lib, and in my archive I digged up the following diagram (Edit: Corrected a second time). Perhaps it can guide you in how to navigate the classes involved.
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Edit: See post far below for tested code that can add and retreive info from these classes. I removed the old text here (and old pictures) since they contained errors. The picture below should be correct though.
Fig.1. This updated Class Diagram (R1.2) shows how to access a UserData object by calling “Find”.
Sorry if the former diagram caused confusion.
// Rolf