Title: Downloading any URL using default network configuration
Question: How do I access files through a proxy? How can I use cached files downloads?
Answer:
Starting with Internet Explorer 3, Microsoft provides a very useful API, Wininet. It contains the core functionality of IE. When you use those functions, you automatically benefit from features of IE, such as Proxy configuration, file Caching, etc.
Here is a demonstration of using those functions to download a file using it's URL. It can be any valid URL, ftp://, http://, gopher://, etc.
Consult the Win32 Internet API Functions reference on MSDN online for more information.
function DownloadFile(const Url: string): string;
var
 NetHandle: HINTERNET;
 UrlHandle: HINTERNET;
 Buffer: array[0..1024] of char;
 BytesRead: cardinal;
begin
 Result := '';
 NetHandle := InternetOpen('Delphi 5.x', INTERNET_OPEN_TYPE_PRECONFIG, nil, nil, 0);
 if Assigned(NetHandle) then
 begin
 UrlHandle := InternetOpenUrl(NetHandle, PChar(Url), nil, 0, INTERNET_FLAG_RELOAD, 0);
 if Assigned(UrlHandle) then
 { UrlHandle valid? Proceed with download }
 begin
 FillChar(Buffer, SizeOf(Buffer), 0);
 repeat
 Result := Result + Buffer;
 FillChar(Buffer, SizeOf(Buffer), 0);
 InternetReadFile(UrlHandle, @Buffer, SizeOf(Buffer), BytesRead);
 until BytesRead = 0;
 InternetCloseHandle(UrlHandle);
 end
 else
 begin
 { UrlHandle is not valid. Raise an exception. }
 raise Exception.CreateFmt('Cannot open URL %s', [Url]);
 end;
 InternetCloseHandle(NetHandle);
 end
 else
 { NetHandle is not valid. Raise an exception }
 raise Exception.Create('Unable to initialize Wininet');
end;