Depends exactly on what you are trying to do. For example you could send a ping to the broadcast or multicast address quite easily eg.
subnet = 192.168.5.0 255.255.255.0
from the linux/windows device - ping 192.168.5.255 would send a broadcast on the local network. But as Andrew says, if you need to do it from a specific app then it is up to the app to do that.
Jon
