Sending data from Arduino to the server where arduino (sketch) acts as a client I want to make simple client-server program where arduino behave as a client. For example I have a LED connected in arduino board that is controlled by a switch. With the switch I can turn off and on the LED. Now I want to send the status of that LED to another computer wirelessly (let's say within the Local network). That computer will act as a server and update the change as soon as the LED changes its status. I am not expecting any complete code, I just want to know how could it be done in general? May be some links can help me? Because this is my first time working with client-server in arduino sketch, I need some kind of guidelines. Thank you.
A simple HC-05 module will give you a wireless bluetooth connection.  They're fairly simple to setup, and you can write data to them the same as one would the Arduino serial console.  Obviously they can read data too.

SoftwareSerial bt_serial(2, 3); // RX | TX
bt_serial.begin(9600);

[...]

if (led_state != last_led_state)
{
    if (led_state == HIGH)
        bt_serial.print("1");
    else
        bt_serial.print("0");
    last_led_state = led_state;
}


On the "server" side, a simple program reading the mapped bluetooth serial port would do the job.  For example, some python code:

import serial
import sys

serial_port = serial.Serial(port='COM8:', baudrate=9600, bytesize=serial.EIGHTBITS, parity=serial.PARITY_NONE, stopbits=serial.STOPBITS_ONE)

try:
    serial_port.open()
except:
    print("Failed to open port")
    sys.exit(2)

while (True):
    try:
        led_state = serial_port.read()
        if (led_state != 0):
            print("LED is on")
        else:
            print("LED is off")
    except:
        pass

serial_port.close()   # yes, it never gets here