This is ws2_32.dll that comprises several dozens of functions:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winsock/winsock/winsock_functions.asp

This library does not need to be installed and exists on virtually every Windows computer (of course, miracles happen).

Most if not all Winsock API functions can be declared and called directly from Visual FoxPro providing functionality similar to the one MSWINSCK.DLL presents.

On my web site I have several VFP code samples with Winsock API calls (members area):

Winsock: sending email messages (SMTP, port 25)
http://www.news2news.com/vfp/?example=385

Winsock: reading email messages (POP3, port 110)
http://www.news2news.com/vfp/?example=388

Winsock: retrieving Web pages using sockets (HTTP, port 80)
http://www.news2news.com/vfp/?example=383

Winsock: retrieving directory listing from an FTP server using passive data connection (FTP, port 21)
http://www.news2news.com/vfp/?example=386

Winsock: connecting to a news server (NNTP, port 119)
http://www.news2news.com/vfp/?example=389

How to create non-blocking Winsock server
http://www.news2news.com/vfp/?example=412

A client for testing non-blocking Winsock server
http://www.news2news.com/vfp/?example=413

VFP Winsock programming is some limited. For example, you can program a server listening on a port and responding to clients. But such server will be employing just a single thread. Concurrent requests from clients may be dropped without even noticing -- imho.