You can quickly import images and annotations from the Common Objects in Context dataset from within the Universal Data Tool.
Navigate to udt.dev and click "New File"
Go to Samples > Import > Import from COCO.
Type in any classifications you want. Select "Replace Interface" if you want to replace the interface from the Setup Page with an interface compatible with your labels.
You can now go to "Samples > Label" and view labels, edit labels or delete samples.