In a overlapped operation:
Call
WSASend[
^] with lpBuffers point to the file you want to download, for example:
WSABUF sendBuf;
sendBuf.buf = "GET /index.html HTTP/1.1\r\n\r\n";
sendBuf.len = strlen( sendBuf.buf );
WSASend( sock, &sendBuf, 1, &dwBytes, 0, &recvOv, SendComplete );
And process the buffer in your lpCompletionRoutine callback
WSARecv[
^]