How is one expected to use open sockets with [delimited] continuations?

Question

I'm trying to figure out how an open socket or file handle should interact with continuations. Searching has revealed that dynamic-wind is probably part of the solution, but I'm more interested in the methodology rather than the implementation, and all I could find is how to implement it under various conditions.

Do programmers even use sockets within continuations in such a way that it is necessary for dynamic-wind to close them? Or is it typically just a way to implement a "finally" block if the continuation exits past where the socket is handled?

What should happen if a continuation is re-entered after a hypothetical dynamic-wind closes the socket?