You can do this with a non-blocking socket and Tk's repeat method (see Tk::after). This is untested, but something like it should work:

sub checksocket {
    my ($sock) = @_;
    my $data;
    $sock->read($data, $nnn)  # replace $nnn with number of bytes you 
+want
             or return; # no data read
    # do something with $data here
}

my $mw = MainWindow->new;

# set up your Tk widgets here

my $sock = IO::Socket::INET->new(PeerAddr => 'host:port',
                           Proto => 'tcp',
                           Blocking => 0); # set non-blocking mode

my $after = $mw->repeat(500,  # set to appropriate number of milis
                       sub { checksocket($sock) } );

MainLoop;
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This will cause Tk to do its usual thing, except that it will interrupt the event loop every however-many milliseconds to call your subroutine, which will attempt to read data from the socket in non-blocking mode.