If your pd has been compiled with --enable-alsa you should be able to choose it from the menu Media->ALSA. Then do Startup->Save all settings.
I can choose it from that menu but I get "snd_pcm_hw_params_set_format: Invalid argument" and "tried but couldn't sync A/D/A audio I/O stuck... closing audio" messages. I get the same errors on 2 different computers which run pd fine otherwise.
I forgot to say that I use pd 0.39-1test1 and ALSA 1.0.13. The sampling rate switch on the UA-25 is at 44100 and so is the setting in pd's media-alsa menu.
Thanks, Matthias