$c = (U,V)$ means that the ciphertext is actually a tuple, made of two parts, $U$ and $V$. It is very common to have ciphertexts that are actually tuples of elements. In this particular case, this scheme is reminiscent to Hashed ElGamal, where ciphertexts are composed of two parts: $U$, which essentially encodes the randomness used, and $V$, which contains the message XORed with a hashed value.
Apart from that, note that, in general, a ciphertext never includes the key...otherwise, they would be trivially decrypted. The key or keys needed for decryption are separate values, and must be kept secret by the intended recipient of the ciphertext.