File Transfere & Ports

I know u can have a chat program running on more than 2 computers all talking to each other. I asume that this can also be done when transfering file.

But how is this done, is it possible to send and receive multiple files on one port? If so how is this done, would I have to put some sort of tag before the data sent so that the receiver would know which file it is part of?

Thanks
xirox