The terms of service on Udemy say (in relevant part):
We enable anyone anywhere to create and share educational courses (instructors) and to enroll in these educational courses to learn (students). We consider our marketplace model the best way to offer valuable educational content to our users. We need rules to keep our platform and services safe for you, us and our student and instructor community. These Terms apply to all your activities on the Udemy website, the Udemy mobile applications, our TV applications, our APIs and other related services (“Services”).
This makes it clear that any person may develop and post a course on Udemy, provided that person complies with the relevant terms. The instructor terms say (in relevant part):
As an instructor, you are responsible for all content that you post, including lectures, quizzes, coding exercises, practice tests, assignments, resources, answers, course landing page content, and announcements ("Submitted Content").
You represent and warrant that:
- you will provide and maintain accurate account information;
- your Submitted Content will not infringe or misappropriate any third party's intellectual property rights;
- you have the required qualifications, credentials, and expertise (including education, training, knowledge, and skill sets) to teach and offer the services that you offer through your Submitted Content and use of the Services; and
- you will ensure a quality of service that corresponds with the standards of your industry and instruction services in general.
Udemy has rules for pricing courses, and all transactions must apparently be done through Udemy itself. But instructors may set prices and collect fess from students who take course the instructors have posted.
It is legal to use software to create such courses, provided that the person doing that has the appropriate license to use the software -- that is that the software is a properly licensed copy, which will often mean a properly paid-for copy.
It might be possible for the license of a particular piece of software to prohibit such an action, but this would be very unusual. I don't think any of the software mentioned in the question has such a provision in its license or TOS/TOU/EULA. Suchg a restriction would need to be explicit and clear, If you don't see it in the license document for a given piece of software, there is no such restriction. (And under US law, such a restriction might not be enforceable in any case.)
Some software has "student versions" or "limited versions" made available for free or for a reduced price which restrict the uses it can be put to, and specifically prohibit using it for "commercial purposes". Software obtained under such a license could not be legally used to develop courses that will be provided for a fee. A "full" or "professional" license would be required.
See also the answer to What are the rights of the software owners if their software is used to make money?