Arduino query regarding multiple clients.

Is it possible to connect multiple Arduinos boards to connect to computer wirelessly?

For ex.
If i have four boards A1,A2,A3,A4 and each of them LEds connected lets say L1,L2,L3,L4.
So A1 has L1 , A2 has L2 and so on.

and they are connected to a computer wirelessly to lets say a server program which gives them individual instructions to do corresponding different things at different time for LEDs

Can it be achieved somehow ?

Yes. Easy way is to have Master Arduino connected to PC via USB, it receives command, then sends out a message with slave address & LED commands to all the slaves. Each slave receives the message and acts upon it when it sees its own address.
VirtualWire library and 433 MHz TX on Master, VirtualWire library and 433 MHz Rx on each slave.