Urdhva Padmasana is a challenging posture and an extension of Sarvangasana (Shoulderstand) seen in the first series of Ashtanga Yoga. You need to make sure you master the full lotus and shoulderstand before attempting this pose.
There are two ways to get in to Urdhva Padmasana. The first way is to move from Sarvangasana fold your legs into lotus and stay there.
The second way is to move from supta padmasana. From supta padmasana lift your hip and support your back with the hands. Stay in the pose from few deep breaths.