DisplayLink uses DKMS to build and install the
evdikernel module from sources. This is the same mechanism that many other vendors, e.g. Oracle for VirtualBox use.
Unfortunately, this means that it is not possible to use the driver and the device just after installation, because modules that are built during the process have no signature, and therefore will not be allowed to load.
Option 1: Disable secure boot
The easiest solution is to disable Secure Boot in UEFI (BIOS) settings. After rebooting, unsigned modules will load normally.
Option 2: Sign evdi kernel module manually
Alternatively, users must sign the evdi kernel module themselves. For instructions, please refer to the askubuntu thread:
The process of signing will have to be repeated after every kernel upgrade, or after upgrading to a newer version of DisplayLink driver.