It's as easy as this, to customize / configure a user exit within a TXSeries region.
Copy the sample user exit program cicsuxit.c from <product install path>/samples/userexit directory to your user directory.
Modify this sample program according to the user exit point required.
For example, to avail the remote task information through DPL user exit, I have customized the program as in the following snippet:
cics_UE_Return_t cics_UE015050(cics_UE_Header_t *UE_Header, cics_UE015050_t *UE_Specific)
fprintf(stderr,"\n-----Remote Task Information:-----\n");
fprintf(stderr,"\n-----Remote Task Information complete----:\n");
Compile this program using the supplied sample Makefile.
You must already be having your application programs compiled and ready. You would have added PD entries for those application programs as well.
Now, add a PD entry for the user exit program, which you had customized and compiled a few minutes earlier. Don't forget to update the attribute UserExitNumber with the value assigned by CICS to that user exit. For example, UserExitNumber=50 for DPL user exit.
Cold start the region and observe the effect of the user exit. For the example used above, the effect would be this: The region console file would have information collected about the peer region and originator of the transaction.