well if you include this line in your code you will be able to use the winsock functions which will allow you to connect to sockets.
They are just a bunch of functions/ logic to allow network connectivity and basicly they do the same as the header files you were searching for. Only the header files just contain the prototypes and link to the programs whereas the library is the whole bunch
I am currently learning about it myself. But this is not stuff you can learn from a post :s Requires alot of reading... i know, i'm still busy doing that

But i know several other programming languages like vb, C#, vb.net and even COBOL lol

I never use gcc on windows... Either start compiling on linux or use something like visual studio on windows. It has a wealth of information on programming called msdn library. If you're new to programming, me personally would not start with C or C++ because its much harder. I think you will be able to connect to irc quicker using C# and .NET framework and if you got that one working then move to C++.
buy a book
get some sample projects from www.codeproject.com ... and start compiling on the right platform... the last thing you want to do as a beginning programmer is compiling complex programs on the wrong platform

you are making it hard on yourself.