Get a file from WebServer

[spidy]

Hi guys,

I want to write some program what will get some files from a
WebServer.

Now as per my understanding
1) I can create TCP connection and use socket programming to get the
file.
2) I can use UDP and socket programming to get the file.

Once I connected to server on port 80 , how can I locate the file on
web server and get the file?
I think I need to give URL of file on server and there must be some
API to get the file.

Will this work behind proxy?? Do I need some additional work to make
it work behind proxy?

Guys,I am very new to network programming , so need your thoughts..