eApplicationProcessCustomFrameHook()
This call-back is at a very low level. It can not be used for normal frames like IP or ARP.
I did not find a callback for dedicated UDP or TCP.
There are protocol specific application hooks described in this long post.
Hereabove, @ActoryOu gave you good references that explain how sockets are normally used.
As a client: socket(), bind(), connect(), send(), recv(), shutdown(), closesocket().
Or as a server: socket(), bind(), listen(), accept().
I would recommend using these primitives first. A second step would be to use callbacks, or “application hooks”.