cUrl ="http://*****************"  

loHttp = CreateObject("WinHttp.WinHttpRequest.5.1")  
loHttp.Option(6) = .f. 
loHttp.Open("GET", cUrl, .F.) 
loHttp.Send() 

?loHttp.Status  
 
?loHttp.GetAllResponseHeaders()
?StrToFile(loHttp.ResponseText, "tmp.txt")

Connection: keep-alive
Date: Tue, 13 Mar 2018 11:32:35 GMT
Content-Length: 365675
Content-Type: text/plain; charset=utf-8
Content-Encoding: deflate
Last-Modified: Tue, 13 Mar 2018 11:32:34 GMT
Server: nginx/1.8.1
Content-Disposition: attachment; filename=ref.csv

User-Agent: Mozilla/5.0 (Windows NT 6.1; Win64; x64; rv:59.0) Gecko/20100101 Firefox/59.0
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
Accept-Language: ru-RU,ru;q=0.8,en-US;q=0.5,en;q=0.3
Accept-Encoding: gzip, deflate
Connection: keep-alive

Declare Integer InternetOpen In WinInet.dll ;
    String lpcAgent, ;
    Integer nAccessType, ;
    String lpcProxyName, ;
    String lpcProxyBypass, ;
    Integer nFlags
Declare Integer InternetCloseHandle In WinInet.dll ;
   Integer nHandle
DECLARE INTEGER InternetSetOption IN WININET.DLL ;    
    INTEGER HINTERNET,;    
    INTEGER dwFlags,;    
    INTEGER @ dwValue,;    
    INTEGER dwBufferLength
Declare integer InternetOpenUrl in WinInet.dll ;  
    integer hInternet,;  
    string lpszUrl,;  
    string lpszHeaders,;  
    integer dwHeadersLength,;  
    integer dwFlags,;  
    integer dwContext  
Declare integer InternetReadFile in WinInet.dll ;  
    Integer hFile,;  
    String @ lpBuffer,;  
    Integer dwNumberOfBytesToRead,;  
    Integer @ lpdwNumberOfBytesRead  

&&Enables WinINet to perform decoding for the gzip and deflate encoding schemes.       
#DEFINE INTERNET_OPTION_HTTP_DECODING    65

lnInetHandle = InternetOpen("VisualFoxPro", 1, .NULL., .NULL., 0)
IF lnInetHandle>0
  dwFlagDecoding = 1
  InternetSetOption(lnInetHandle, INTERNET_OPTION_HTTP_DECODING, @dwFlagDecoding, 4)

    hUrl = InternetOpenUrl(lnInetHandle, lcUrl, 0, 0, 0, 0)
    
    lcContent=CAST('' as blob)
    hFile=-1
    lnReaded=-1  
    m.lnBuffer=32  
    lcBuffer=REPLICATE(CHR(0), m.lnBuffer*1024) 

    jk=0    
    DO WHILE lnReaded#0 AND hFile#0   
        jk=jk+1
        IF jk>1000
            EXIT 
        ENDIF 
        hFile=InternetReadFile(hUrl, @lcBuffer,  len(lcBuffer), @lnReaded)  
        lcContent=lcContent+left(lcBuffer, lnReaded) 
    ENDDO 

    IF !EMPTY(lcContent)
        SET SAFETY OFF
        StrToFile(lcContent, m.lcFile)  
        SET SAFETY ON
    ENDIF 

    InternetCloseHandle(hFile)  
    InternetCloseHandle(hUrl)  
ENDIF
InternetCloseHandle(lnInetHandle)