Prezi is a great presentation tool, and properly used it can be a fantastic way to present your information in a course. Unfortunately, a Prezi only works through their proprietary software. Luckily, you do have some options.
Save as a PDF
You can save your Prezi as a PDF and then load it directly to Udemy. This would create a paginated view of your Prezi. Keep in mind, you have to follow certain parameters in order to export your Prezi as a PDF.
Here is an article on how to turn your Prezi into a PDF
Make a Prezi Movie
In order to have your Prezi save as a movie (mp4, wmv, etc) you'll need to use screencast software like Camtasia to record your screen while you navigate through your Prezi. This will also allow you to add audio narration over the presentation.
Learn how to convert a Prezi into a video