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With CSocket, I want to make a connect with an IP address.

CSocket client;
client.Create();
client.Connect(IP, 80);

But IP is defined WCHAR ip[16];

client.Connect(IP, 80) requires IP is LPCTSTR type

How can I convert from WCHAR to LPCTSTR ?

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If you build for the Unicode character set (as any Windows program more recent than about 2000 should), LPCTSTR will be a typedef for LPCWSTR aka wchar_t const *, and a wchar_t[] array would decay to that.

If you build for the Multibyte character set, you'll have to convert your data. I suggest using CW2T() for that (it is actually a class, but is almost always used as a temporary object), eg:

client.Connect(CW2T(ip), 80);

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