Socket and HTTP programming both use a message-passing paradigm. A client sends a message to a server, which usually sends a message back. Both sides are responsible for creating messages in a format understood by both sides and reading the data out of those messages.
However, most stand-alone applications do not use message-passing techniques much. Generally, the preferred mechanism is that of the function (or method or procedure) call. In this style, a program will call a function with a list of parameters ...
