UDP/TCP Connection method

I have some basic knowledge in creating UPD/TCP. It’s not sucessful for me to connect Pixhawk and Mission Planner with UDP or TCP connection. I know it’s connecting through WiFi and IP Ports.

Someone please explain the Hardware required and the steps to do it.
After sucessful connection, I need to try SITL also.

Can we do SITL without UDP or TCP??

Use MavProxy, It allows you to use UDP to talk to the ArduPilot.
The MavProxy documentation is good.

is it requires any additional hardware ?

No, it does not require additional hardware

Can you share the link of mavproxy documentation ?

google is your friend: http://ardupilot.github.io/MAVProxy/html/index.html