Question: What means:

Support for several bindings (e.g., raw HTTP, TCP, MSMQ, and named pipes)
allows to choose the most appropriate PLUMBING to transport message data.

Answer: 
'Plumbing' is a pipe system (like the one for water in your house).

It's often used in IT to mean a support infrastructure. It's a particularly suitable term in this case, since the support infrastructure is actually a transport infrastructure, kinda like pipes indeed.
In this case it means - Underlying transport mechanism.

The idea is that it equates to low level infrastructure, like indoor plumbing does. 

That is, you don't normally think about the pipes underground that transport water to and from your house (and other houses in the neighborhood) and they may be constructed and use different types of materials and techniques. The same can be thought about the different bindings (do you care how they work?).