There's a TON of resources in regards to this topic on the internet (without us rewriting everything here). Sockets are a very popular means of interprocess communications so a lot of people have already written tutorials.
Here's a few articles using Windows native sockets:
http://msdn.microsoft.com/en-us/library/windows/desktop/ms738545(v=vs.85).aspx[
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Beginning Winsock Programming - Simple TCP server[
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You also have the option of using socket libraries that are cross-platform (can run on more than just Windows), plus there's also a lot of libraries that attempt to simplify the Windows socket process by enclosing everything in classes.