Your question is vague and open to a lot of potentially "correct" answers. First of all, the whole wifi v.s. internet part is irrelevant, you just want to communicate from your Android devices to your pc over the network.
The term to look for is sockets. What you do is listen to particular port on the PC (the "server"). You'll have to open up the relevant ports in the firewall.
You then write an android app that communicates with this server, see here for a proper introduction.
There is no problem using a single socket (ip address + port) to connect with multiple devices, as long as your protocol includes a way for each client to identify itself.
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That said, you can also do all of this at a higher level, running a SOAP/JSON-based client/server scheme (as opposed to writing your own socket-based protocol). See http://wiebe-elsinga.com/blog/?p=405 for an example.
What is the most appropriate choice depends on your exact requirements (performance, deployment) and your level of experience.
Update
You can use jmDNS to achieve this. It's a really helpful library and once you detect the all devices connected to the same wifi you can get their ip and port so you can establish a connection. You can learn more about how to use it here.
Or you can use Android Wi-Fi Direct API which works only for API Level 14+. Here is more information about the API : Wifi-Direct.
how to achieve transfer file between client and server using java socket
Hope it is what you are looking for! : )
