What is the use of AsyncCallback in Client server programs and GUI improvements? why should we use it?

When the asyn method finishes processing, the AsyncCallback method is automatically called, where post processing stmts can be executed. With this technique there is no need to poll or wait for the asyn thread to complete.

This is some explanation on Aynsc Call back usage:

Callback Model: The callback model requires that we specify a method to callback on and include any state that we need in the callback method to complete the call. The callback model can be seen in the following example:

static byte[] buffer = new byte[100];

static void TestCallbackAPM()
{
    string filename = System.IO.Path.Combine (System.Environment.CurrentDirectory, "mfc71.pdb");

    FileStream strm = new FileStream(filename,
        FileMode.Open, FileAccess.Read, FileShare.Read, 1024,
        FileOptions.Asynchronous);

    // Make the asynchronous call
    IAsyncResult result = strm.BeginRead(buffer, 0, buffer.Length,
        new AsyncCallback(CompleteRead), strm);
}

In this model, we are creating a new AsyncCallback delegate, specifying a method to call (on another thread) when the operation is complete. In addition, we are specifying some object that we might need as the state of the call. For this example, we are sending the stream object in because we will need to call EndRead and close the stream.

The method that we create to be called at the end of the call would look somewhat like this:

static void CompleteRead(IAsyncResult result)
{
    Console.WriteLine("Read Completed");

    FileStream strm = (FileStream) result.AsyncState;

    // Finished, so we can call EndRead and it will return without blocking
    int numBytes = strm.EndRead(result);

    // Don't forget to close the stream
    strm.Close();

    Console.WriteLine("Read {0} Bytes", numBytes);
    Console.WriteLine(BitConverter.ToString(buffer));
}

Other techniques are wait-until-done and pollback

Wait-Until-Done Model The wait-until-done model allows you to start the asynchronous call and perform other work. Once the other work is done, you can attempt to end the call and it will block until the asynchronous call is complete.

// Make the asynchronous call
strm.Read(buffer, 0, buffer.Length);
IAsyncResult result = strm.BeginRead(buffer, 0, buffer.Length, null, null);

// Do some work here while you wait

// Calling EndRead will block until the Async work is complete
int numBytes = strm.EndRead(result);

Or you can use wait handles.

result.AsyncWaitHandle.WaitOne();

Polling Model The polling method is similar, with the exception that the code will poll the IAsyncResult to see whether it has completed.

// Make the asynchronous call
IAsyncResult result = strm.BeginRead(buffer, 0, buffer.Length, null, null);

// Poll testing to see if complete
while (!result.IsCompleted)
{
    // Do more work here if the call isn't complete
    Thread.Sleep(100);
}