I created a desktop app, which is sharing data from my live server. It know its not a good practice, but I just want to know that while user is using my app and connected to my server after authentication, can this connection be used to directly communicate to my server outside the app?
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For the most part they can’t traditionally use your app’s socket to the live server to directly communicate with your server “outside the app”. Operating systems prevent one program from hijacking another one’s sockets.
That doesn’t mean you have nothing to worry about. There are a large variety of methods for causing problems with network programs.
engineer your program (creating their own program that mimicks yours,
to cause trouble).
inserts it’s own malicious code
… in addition to a lot of other methods.