(Resending, there was a typo in the debbugs address)

>> dns.el uses datagram sockets.

> I suppose it was added after Stefan's comment (in 2006).

Well, in fact dns-query does not work on Windows because datagram sockets are still unsupported.

M-x load-library dns <RET>

M-: (dns-make-network-process "8.8.8.8")

=> Unsupported connection type