If you like playing with lowlevel interfaces, you might like to install Cygwin (sources.redhat.com/cygwin) which will give you a unix shell and a basic system with compiler, man pages, etc. Then maybe you could download packages from gnu.org and read their manpages or try them out from the command line. Seems to use Unix sockets with the option of recompiling things to use Windows sockets according to the faq.

Hope this helps,
Matt