Windows 8 and 10 users MUST install the Marketplace Client software before the XNA Game Studio software. This installation process will take 1 or 2 steps depending on your operating system and version of Visual Studio.
Microsoft XNA is a set of tools provided by Microsoft for video game development and video game management. Provided with a managed runtime environment by Microsoft, Microsoft XNA is based on the . NET framework. Microsoft XNA is targeted for lightweight games running on multiple Microsoft platforms.
By the time the next generation of consoles released, XNA had been abandoned, but Monogame came in to take its place, and it had support for PlayStation 4."
If you use the Microsoft.Xna.Framework.Net namespace classes, you are restricted to local, subnet and Games for Windows Live (which means the developer having a Creator's club membership and players having a Silver/free GFWL membership).
However, as long as you're not planning on also supporting Xbox 360 or Zune (or Windows Phone 7), you can simply use the System.Net classes (though finding available games will be up to you and would require a server component).
See also:
Another solution is to use an external networking framework. I found lidgren some months ago. I didn't look at it yet, but it seems quite good.
Maybe it's what you're looking for.
Lidgren project
There are also code samples to start.
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