using the winsock tool in wireless network

Yes you can. Winsocket API is not restricted to any transport media. Wireless, wired etc. it will work if every thing is setup correct.

To initialize Winsocket (disregard of transport media) you then

WSADATA wsaData;

// Initialize Winsock
int iResult = WSAStartup(MAKEWORD(2,2), &wsaData);

if (iResult != 0)
{
    printf("WSAStartup failed: %d\n", iResult);
}
else
{
    printf("WSAStartup OK\n");
}

After this you can call connect method etc.

There is a good Getting Started with Winsock[^].
Do not confuse your self that it is wireless via Wi-Fi.

This link a good example of server and client, both on TCP or UDP connection.
http://www.tenouk.com/Winsock/Winsock2example9.html[^]