Sockets in windows, for the most part, are standard BSD sockets. There are a few "set up" routines that windows has, but otherwise it's just the same as it would be on *nix.
I would learn standard BSD sockets, as well as the various winsock stuff.
Of course there are a few things on windows sockets that the BSD stuff doesn't have, and are quite useful IMO... But in most cases you can get away with out them (to keep things portable, if you so wish).