Thanks a lot, Twrmois!
I followed all steps and it worked like a charm! 
However, I had to create a new project and move all previous files after updating UFE correctly.
I made the beginner mistake to import the new UFE version into my current project instead of understand the documentation. Which I tried to read it carefully, but some options were not visible in my editor.
The console showed me these seven errors before creating a new project and follow the secure way:
Assets\UFE\Engine\Scripts\UI_Templates\DefaultNetworkScreen.cs(5,37): error CS0246: The type or namespace name 'NetworkGameScreen' could not be found (are you missing a using directive or an assembly reference?)
Assets\UFE\Demos\Shared_Assets\Characters\Fydora\Model\Scripts\CS_AngularAndReturn.cs(74,28): error CS0246: The type or namespace name 'HitBox' could not be found (are you missing a using directive or an assembly reference?)
Assets\UFE\Engine\Scripts\UI_Templates\DefaultNetworkScreen.cs(18,15): error CS0246: The type or namespace name 'InputReferences' could not be found (are you missing a using directive or an assembly reference?)
Assets\UFE\Engine\Scripts\UI_Templates\DefaultNetworkScreen.cs(19,15): error CS0246: The type or namespace name 'InputReferences' could not be found (are you missing a using directive or an assembly reference?)
Assets\UFE\Engine\Scripts\UI_Templates\DefaultNetworkScreen.cs(20,15): error CS0246: The type or namespace name 'InputReferences' could not be found (are you missing a using directive or an assembly reference?)
Assets\UFE\Engine\Scripts\UI_Templates\DefaultNetworkScreen.cs(21,15): error CS0246: The type or namespace name 'InputReferences' could not be found (are you missing a using directive or an assembly reference?)
Assets\UFE\Engine\Scripts\UI_Templates\DefaultNetworkScreen.cs(37,23): error CS0115: 'DefaultNetworkScreen.OnShow()': no suitable method found to override
Am I missing something that could avoid this issue next time? 