win-bluetooth VS terminal

You basically have two options here - either use a library (like this one), or directly interface with the operating system's underlying API (usually Winsock2 in the case of Windows).

If you decide on directly using the lower-level Winsock2 API, you aren't really going to get much out of the official Microsoft documentation; it's pretty lacking, as you have noted. Instead, I suggest taking a look at the Network Socket Terminal source code (Disclosure: I'm the author of the software). Specifically, these sections:

I'm currently using C++ for a network communication app. The language's predecessor, C, has had a long, distinguished history in computer programming, and thus it has many APIs written for it. In networking, for example, you have POSIX sockets and Winsock. C++, being a superset of C, allows you to directly call these APIs in your code (and there have been C++-exclusive network implementations as well, such as Boost.Asio and the upcoming C++23 Net TS). This gives you a lot of flexibility over what you want to do, as well as how you want to do it. Other high-level languages, such as Python and Java, may also have similar capabilities, but they're basically just using C/C++ internally. Occasionally, those language bindings might not even be enough - Java, for instance, doesn't have a remotely good Bluetooth implementation (while you can use Winsock/BlueZ in C/C++).