This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
You can't open a ServerSocket in an applet unless the applet is digitally signed. Once that's taken care of and the policy files are configured, it's no different than opening a ServerSocket in any other Java program.
Your question isn't clear, but if you have an application running a ServerSocket you can connect to it from an Applet using Socket IF the application is running on the same computer as the webserver that is hosting the applet. If you are looking to send data between two applet you will need to make some sort of server program to accept multiple connections, and have each user (running an Applet) open a Socket to this server.