Two main styles:
old school -> WSA functions(version 1.1/2.2 both have different uses)

new and nifty -> boost libraries,

edit: almost forgot, wsa is native, it doesn't contain the same Asynchronous sockets support as .NET does, it does support asynchronous sockets(version 2.2 functions) but in a really limited behavior so before trying to do it and thinking it is as easy as it can be done in .NET, read some tutorials or discussions about it(lots are roaming around)