Here's the plain english steps for you.
1.) Create a method for the person to be able to put in the URL. Either GUI or command-line.
2.) Convert the input string into the domain name, and the document to pull from the server.
3.) Convert the URL from the domain name to the IP address.
4.) Create a Winsock connection to the newfound IP address.
5.) Send an HTTP "GET" request to the server using the document part of the user input.
6.) Pipe the output to the screen or to a text file.
I probally forgot a step, but that's essentially what you need to do.