USSD and SMS are two different services that are both supported in 3gpp mobile protocols.
Check your documentation, or ask a support engineer at the organisation that supplies your SMS gateway to know if they also support USSD. If yes, then they should give you details on how to use it.
The interface to a USSD gateway is not standard, it will depend on how the individual company has implemented it.
A quick search on Google for the words "ussd gateway" brings up several USSD products.