Hola, respecto a tus dudas: Si se puede hacer uso de las Apis de windows para no depender del .ocx mas específicamente del MSWINSOCK.OCX, el cual puedes incluir en tus programas si es que decides utilizarlo y no habrá problemas si sabes registrarlo (regsvr32? te suena?) Bueno, y con la aplicación cliente-servidor, podés hacer ambos en un solo ejecutable si es que eres tan pillo

... Las apis para usar del S.O. son:
Public Declare Function accept Lib "wsock32.dll" (ByVal s As Long, addr As sockaddr, addrlen As Long) As Long
Public Declare Function bind Lib "wsock32.dll" (ByVal s As Long, addr As sockaddr, ByVal namelen As Long) As Long
Public Declare Function closesocket Lib "wsock32.dll" (ByVal s As Long) As Long
Public Declare Function htons Lib "wsock32.dll" (ByVal hostshort As Long) As Integer
Public Declare Function inet_addr Lib "wsock32.dll" (ByVal cp As String) As Long
Public Declare Function inet_ntoa Lib "wsock32.dll" (ByVal inn As Long) As Long
Public Declare Function listen Lib "wsock32.dll" (ByVal s As Long, ByVal backlog As Long) As Long
Public Declare Function recv Lib "wsock32.dll" (ByVal s As Long, ByVal buf As Any, ByVal buflen As Long, ByVal flags As Long) As Long
Public Declare Function send Lib "wsock32.dll" (ByVal s As Long, buf As Any, ByVal buflen As Long, ByVal flags As Long) As Long
Public Declare Function socket Lib "wsock32.dll" (ByVal af As Long, ByVal s_type As Long, ByVal protocol As Long) As Long
Public Declare Function gethostbyname Lib "wsock32.dll" (ByVal host_name As String) As Long
Public Declare Function gethostname Lib "wsock32.dll" (ByVal host_name As String, ByVal namelen As Long) As Long
Public Declare Function WSAStartup Lib "wsock32.dll" (ByVal wVR As Long, lpWSAD As WSADataType) As Long
Public Declare Function WSACleanup Lib "wsock32.dll" () As Long
Public Declare Function WSAAsyncSelect Lib "wsock32.dll" (ByVal s As Long, ByVal hWnd As Long, ByVal wMsg As Long, ByVal lEvent As Long) As Long
y tambien del Api del wininet.dll aunq no las tengo a mano

busque y aprenda!! ...o vayase a lo fácil con el MSWINSOCK.OCX que para eso es Visual Basic, sinó, descubra al padre todo poderoso leguaje C