I'm trying to compile my client server program with MingW32, but I'm getting the error:
no sys/socket.h
So the compilation was terminated.
How can I solve this problem?
That file does not exist on Windows - to use networking sockets, you'll have to use Winsock. Fortunately, it's very similar to UNIX's Berkeley sockets.
If it saves you any time, I've written a thin socket wrapper that compiles on both Windows and *nix systems. You can find it here.