The Arduino-to-PC connection is through a serial port. You can send data to the serial port from Basic, C, C++, C#, etc. applications.
On the Arduino, you can read serial data.
What you send to the Arduino, and how you use that information on the Arduino is limited only by your imagination.
You could, for instance, mount a xbee shield and xbee radio on the Arduino, and forward the serial data to another xbee on an Arduino, and wirelessly control a device sending data from your phone to the web to the attached Arduino to a remote Arduino.
There are plenty of examples on the web to guide you.