Thought about using a library like RakNet which will get you starte right away? You get all the documentation you might need and tutorials and suggestions as well. You also get the sourcecode so you can take a look at the inner workings if you are intereseted in that.
If you want to roll you own, Winsock it self is not too complicated. The hard work is to keep your clients in sync. I suggest you accept the overhead of the TCP protocol and so let the protocol handle stuff like reliability. If you do not send a lot of data that will work. Also stick with client server and lockstep for a first if you can.
All the best for you project!

I forgot, here are two links with more infos that might help you:

http://www.hal-pc.org/~johnnie2/winsock.html
http://www.sockets.com/

Learning curve for winsock API is negligible (unless you're doing cross-platform networking).

However learning the networking concepts is a much bigger task.

Winsock is just an implementation of the TCP/IP stack, and even that is just description of packets and low level mechanisms. As pointed out before, sending bits and bytes is the easy part. It takes considerably more effort to use networking effectively.

Arbitrary

You should be familiarized with socket IO easily especially because games rely on UDP.

Kuphryn