Windows UDP server for beginner

I am brand new to C++ and I would like to make a UDP Server and Client for Windows 7. I have found that all the examples for how to do a UDP Server and client require libraries that I either can't find or are not available on windows. What I would like to program would be something that would send a number that the user specifies to another computer and output it onto the screen via an Ad-Hoc wireless connection. All programming help and guidance is appreciated.
EDIT:
I am using Dev C++ 4.9.9.2 as my editor and compiler.

 
  
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closed account (13bSLyTq)
Hi,

You need to download the Windows SDK.
closed account (N36fSL3A)
So you can't use WinSock on windows? :p

Download Windows SDK.
I've downloaded the windows SDK. Now what?
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