Sockets are what you need. To get your basic info on them, read it here:
http://en.wikipedia.org/wiki/Internet_socket You don't have to read it all, but I think its important you read atleast all of the "implementation issues" to get familiar with the socket methods. Those methods are, of course, implemented differently for each platform (Windows, Android...) but they usually do the same everywhere. So once you understand what each one does, you can work with sockets in any platform with ease.
This diagram (From wiki) helps to demonstrate the sockets usage:

You are in the client side. So just create a socket and call the connect
method for the IP address of your server.
Personally, I have never used sockets in Android development. But I think you should use this class:
http://developer.android.com/reference/java/net/Socket.html