In the first line of sketch #include <ESP8266WiFi.h> we are including ESP8266WiFi library. This library provides ESP8266 specific Wi-Fi routines we are calling to connect to network.

I tried to Rename it in ESP8266WiFiUdp and it work In the same dire we have some name renamed, ESP8266WiFi.h because it is a WiFi.h modification of the original present in the Arduino library folder.