Do developing countries (not under developed) have lower unemployment than developed countries?

As a general rule, yes.

In general, unemployment is inversely proportional to overall economic development. However, countries that are on an upward development trajectory have very low unemployment, often lower than what we find in highly-developed First World countries. There is a wide range of unemployment within each group, but as a statistical trend, being in a state of rapid growth is associated with lower levels of unemployment. It's not a huge effect---maybe 2 or 3 percentage points---but it is a real trend.

Here's a representative sample of each type of country, along with their average unemployment rate over the last 10 years. (Why? To smooth out the business cycle.)

Developed countries:

Germany: 5.9%
The United States: 7.5%
France: 9.0%
Greece: 15.0%

Developing countries:
China: 4.0%
India: 7.3%
Brazil: 8.3%
Botswana: 18.4%

Underdeveloped countries:
Laos: 1.4%
Ghana: 8.8%
Haiti: 15.0%
Republic of the Congo: 52.0% (!)

Notice that underdeveloped countries have by far the widest variance in unemployment rates. This is partly because they don't keep very good statistics, and partly because they often suffer wild economic swings up and down with the ebb and flow of international trade.