When we have a TcpClient or TcpServer or UdpClient, receiving data and then processing
them inside an infinite loop, inside a method executed by a Thread, I assume that the data
being received while the previous data are processed inside the loop, are queued or
something and are not dropped right? Exactly how much data this "queue" can hold?

An example of such a member function:

// UdpClient *client;
// IpEndPoint *receivePoint;
void Form1::WaitForPackets()
{
  while(true)
  {
      Byte data __gc[]= client->Receive(&receivePoint);

      displayTextBox->Text= String::Concat(displayTextBox->Text, S"\r\nPacket received: ",
                            S"\r\nLength: ", data->Length.ToString(), S"\r\nContaining: ",
                            System::Text::Encoding::ASCII->GetString(data), S"\r\n");
  }
}