Would like to control Arduino from PC application written in Builder C++. I did it using Serial communication with Arduino connected to PC by USB cable. Looking for option of wireless connection. ESP8266 seems to be solution. Any clue what method/component in C++ Builder to be used to establish WiFi communication PC - Arduino?
use socket libraries
Check this introduction tutorial for programming ESP8266 with Arduino IDE:
https://learn.sparkfun.com/tutorials/esp8266-thing-hookup-guide/installing-the-esp8266-arduino-addon
If you already have a program working using Serial communication then the simplest wireless option is Bluetooth which is just serial-by-wireless.
...R