Read this article thouroughly, click the links for "Server Program" and "Client Program" and you will see how to build them. Complete this example to get some experience using System.Net.Socket to send and retrieve data. Once you have done this, you should understand how to send information from one computer, to a server, and have the server send the information to another client computer that will have the LED Dot Matrix hooked up to it.
No one here is going to be able to tell you how to write the code that you need, because we don't know everything (or anything really) about what you are trying to accomplish. Even if you took the time to write us a book on what you need, it would still probably be inadiquet, in the end no body will really want to do the work for you anyway.
Take the time to understand System.Net.Socket. Take the time to understand how to turn LEDs on and off on the Dot Matrix thing you have. Once you can do both of these things, combining the two should seem intuitive. If you run into errors or things that you just cannot get to work the way they are supposed to... then come back with sample code and get some help with specific problems.
Google, and other search engines, are your Friend. Everything I know about programming I learned through Google and trial and error. No person in a forum can teach you to program, only you can teach you to program. Teachers, Forums, and the Internet are just means to get the information you need to teach yourself
Sean Campbell -firesickle.com