ZeroMQ C++ example server with corresponding Python client. From http://zguide.zeromq.org/page:all

zmq_client.py

#
# Hello World client in Python
# Connects REQ socket to tcp://localhost:5555
# Sends "Hello" to server, expects "World" back
#
# INSTALLED VIA EASY_INSTALL
import zmq

context = zmq.Context()

# Socket to talk to server
print "Connecting to hello world server..."
socket = context.socket(zmq.REQ)
socket.connect("tcp://localhost:5555")

# Do 10 requests, waiting each time for a response
for request in range(10):
    print "Sending request ", request, "..."
    socket.send("Hello")

    # Get the reply.
    message = socket.recv()
    print "Received reply ", request, "[", message, "]"

ZMQ_DEBUG.props

<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
  <ImportGroup Label="PropertySheets" />
  <PropertyGroup Label="UserMacros" />
  <PropertyGroup>
    <_PropertySheetDisplayName>ZMQ_DEBUG</_PropertySheetDisplayName>
  </PropertyGroup>
  <ItemDefinitionGroup>
    <ClCompile>
      <AdditionalIncludeDirectories>%ZMQ_DIR%\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
    </ClCompile>
    <Link>
      <AdditionalLibraryDirectories>%ZMQ_DIR%\lib;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
      <AdditionalDependencies>libzmq-v100-mt-3_2_4.lib;libzmq-v100-mt-gd-3_2_4.lib;%(AdditionalDependencies)</AdditionalDependencies>
    </Link>
  </ItemDefinitionGroup>
  <ItemGroup />
</Project>

zmq_server.cpp

//
//  Hello World server in C++
//  Binds REP socket to tcp://*:5555
//  Expects "Hello" from client, replies with "World"
//

// TO GET IT TO WORK:
// Copy the zm.hpp from https://github.com/zeromq/cppzmq into the include folder of zmq (3.2.4 at the time)
// VS needs to specify .lib files of platform! e.g. 
#include <zmq.hpp>
#include <string>
#include <iostream>
#ifndef _WIN32
#include <unistd.h>
#else
#include <windows.h>
#endif

int main () {
    //  Prepare our context and socket
    zmq::context_t context (1);
    zmq::socket_t socket (context, ZMQ_REP);
    socket.bind ("tcp://*:5555");

    while (true) {
        zmq::message_t request;

        //  Wait for next request from client
        socket.recv (&request);
        std::cout << "Received Hello" << std::endl;

        //  Do some 'work'
#ifndef _WIN32
    	sleep(1);
#else
	Sleep (1);
#endif

        //  Send reply back to client
        zmq::message_t reply (5);
        memcpy ((void *) reply.data (), "World", 5);
        socket.send (reply);
    }
    return 0;
}