C / C++ / MFC

bool downloadUrlToFile
  (CString strUrl,        // url
   CString strFilename)   // local file
{
  // Download the file if it doesn't exist
  HRESULT hResult = ::URLDownloadToFile (NULL, strUrl, strFilename, 0, NULL);
  return (hResult == S_OK);
}

Yes, that's exactly what you must use to download something from a web server.

No, you must write a http client. See the Winsock FAQ to see how to do socket communcations without MFC. Winsock 1 calls (the ones without WSA prefix) are easily portable to Linux (they are based on Unix socket functions).

#include <stdole.h> 

typedef HRESULT (STDAPICALLTYPE *CTLREGPROC)() ; // Requires stdole.h

HMODULE hModule = ::LoadLibrary(m_strPathName) ;
CTLREGPROC DLLRegisterServer =
      (CTLREGPROC)::GetProcAddress(hModule,"DllRegisterServer" ) ;
DLLRegisterServer() ;
::FreeLibrary(hModule) ;

SQLConfigDataSource(NULL,ODBC_ADD_DSN,
  (LPSTR) "Excel Files (*.xls)",
  (LPSTR) "DSN=New Excel Data Source\0"
  "Description=New Excel Data Source\0"
  "FileType=Excel\0"
  "DataDirectory=C:\\EXCELDIR\0"
  "MaxScanRows=20\0");