Yes you could open a socket over TCP/IP and send data in both ways.
With a normal Netduino you could use a serial connection (can also be USB!) but it won't be using the Netduino API on the Windows PC; you should write your own transfer protocol and communicate from the PC to the app inside the netduino.
Just found an example using a "FTDI Basic breakout 3.3V". If i got it right it uses a Serial Port Emulator (PC) to receive the data sent from Netduino. It's a regular USB cable, right? So I would need a Netduino, the FTDI BB 3.3, USB cable, VCP driver and some lines of code for Netduino and PC app. Am I missing something?
[http://forums.netdui...t-code-review/]
Regards.