To search for files that contain any of these network-related includes, you can use grep
grep -rlIwE --include='*.[ch]' --include='*.cpp' 'winsock|tcpip|arpa|socket' .
The problem is when there is no source and it is not possible to grep the code.

I learn a new trick here every day. Thanks! What should I do if I only have an .EXE file?