TCPView
You can use TCPView to view the programs that are connecting to the internet, the protocol, local address and port, remote address and port.
Image may be NSFW.
Clik here to view.
Wireshark
if you need something more advanced you can try wireshark, it will show you the traffic (Local and remote port, address, protocol, data transmitted,etc...)
Image may be NSFW.
Clik here to view.
If you need to prevent certain programs from connecting to the internet, you have to install a firewall such as Comodo firewall
