You read dozens of tutorial still didn't find a way out?
Try separately, first do how to do threading then do socket programming. then try to marge them.
Reading is not better solution for everyone, some people is comfortable with seeing result. so, start programming
[adding with your update]
first of all you didn't say what compiler you are using.
do the following
download visual studio c++ express version from micro soft site.
run visual c++;
create a new project name server.
then add the WinServer.cpp in that project.
in the project properties (you will get it in Project menu) click on Configuration>linker>Input tree nodes. you will get a list on the right. in the Additional Dependencies input box write Ws2_32.lib
compile it run it and let it run.
run a new instance of visual c++ from your program files
create a a new project name client
then add WinClient.cpp to the project
in the project properties (you will get it in Project menu) click on Configuration>