Hi,
For Questasim, yes UVM is supported for Questasim 10.0a versions onwords and to imports the uvm_pkg (import uvm_pkg::*;) check this link https://community.intel.com/t5/Intel-Quartus-Prime-Software/how-to-execute-uvm-code-and-rtl-code-can-you-tell-me-the/m-p/716174, i guess you're using modelsim that's why you can't use the UVM.
For modelsim, check this link https://community.intel.com/t5/Intel-FPGA-Software-Installation/Modelsim-ASE-starter-not-directly-support-UVM/m-p/1288356
Unfortunately ModelSim does not have pre-compiled UVM features. You are probably thinking of Questa Sim.
You need to download UVM source files, you can do that here: https://www.accellera.org/downloads/standards/uvm
And you'll need to compile the uvm_pkg as well.
vlog -work work -sv -stats=none C:/work/ST/simulation/tb_captur_1.sv <uvm_pkg path>/uvm_pkg.sv +incdir+<UVM source path>/src
This is another related link https://blogs.sw.siemens.com/verificationhorizons/2011/03/08/using-the-uvm-10-release-with-questa/
If you use an earlier Questa installation, like 6.6d or 10.0, then you must supply the +incdir, and you must compile the UVM.
Thanks,
Regards,
Sheng