TWebBrowser (and TCppWebBrowser) is just a thin wrapper around the Internet
Explorer ActiveX control. So yes, it is a real browser doing all the work.
Yes, it does. Because it is actually Internet Explorer underneath, it can
do everything the IE application itself can do (IE uses the same ActiveX
control). Just navigate to a file and it will prompt you to save or open
BDS ships with Indy, which has a TIdHTTP client component.
HTTP is not a as simple a protocol to implement manually as you may think.
It is actually a very large and complex protocol. There are alot of things
that you have to take into consideration in order to make it work as fully
as a real browser or a third-party HTTP component.