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    this would explain things like TCP connections, but some applications are connectionless. What about UDP packets? What if you're hosting a server on 1 device, even if it uses TCP for the connection, it wont be able to initialize a connection without the router knowing which device the server is on.
    – Dan Webster
    Commented Dec 26, 2012 at 3:23
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    For UDP connections you usually have to pre-define a port on your router that can be used to route to a specific device. This is the "port forwarding" feature of routers, and can be used either for incoming UDP packets (either in response to an outgoing message or a fresh incoming packet) as well as for incoming TCP packets (eg those initiated by a remote client instead of your own PC.) Commented Dec 26, 2012 at 3:26