Minimal Installation of WinHTTP API
By Susam Pal on 14 Apr 2010
  Here are the steps to perform for a minimal download and
  installation of WinHTTP API for C++ so that we have the
  the winhttp.lib and winhttp.h files while
  writing C++ programs using the WinHTTP API:
- Download PSDK-x86.exe from Microsoft ® Windows Server® 2003 R2 Platform SDK Web Install.
- Run the installer, select Custom installation type, clear all categories and select Microsoft Windows Core SDK > Build Environment > Build Environment (x86 32-bit).
  After the installation is complete, the winhttp.h file
  can be found at C:\Program Files\Microsoft Platform SDK Server
    2003 R2\Include.