说明：  建立接收socket,将socket和指定的端口绑定 2、创建接收线程，在线程中调用ioctlsocket()判断是否接收到数据，接收到数据时调用OnReceive()(类似CSocket中的OnReceive()) 3、在OnReceive中申请空间调用recvfrom接收数据 4、建立发送socket，和INADDR_ANY绑定 5、调用sendto发送数据
(establishment receiving socket, the socket and designated ports bundled with two to create receive threads, Calling the threads ioctlsocket () to decide whether or not to receive data, to receive information call OnReceive () (similar to the OnReceive CSocket ()) 3, in which the application of space OnReceive call recvfrom four receive data, the establishment of this socket, and INADDR_ANY bundled 5, call sendto send data)