This functionality can be implemented through Mailslots, Winsock, through shared memory. Can be many ways.

VFP code samples (membership required):

Peer-to-peer LAN messenger built with Mailslot API functions
http://www.news2news.com/vfp/?example=410

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