In .net, you really should start learning WCF if you want to do server/client programming. Try these resources:
- http://www.codeproject.com/Articles/406096/A-beginners-tutorial-for-understanding-Windows
- http://www.wcftutorial.net/
You can move to more core programming like socket programming or implementing your own version of a REST based service without using WCF after you grasp some WCF.
WCF basically helps you with a lot of plumbing and helps you to get a good headstart.