Check out JoinMulticastGroup (it's like Connect for TcpClient). You need to do this prior to broadcasting (that is, if you are broadcasting).
UDP is connectionless. When you call connect on a UDP socket, you are really just setting the default destination IP and port. The receiver on the other end has to use Socket.
ReceiveFrom (called recvfrom in UNIX) to find out where the packet came from and then SendTo to reply to the original request. The server could use connect but that would be awkward if you wanted to support multiple clients.
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