Of course, there is Internet Explorer, which does fit your description because it can be started from the command line, though that is interactive and probably not what you seek.
There may be objects, like WinHttp.WinHttpRequest.5.1 or XMLHTTP, that come with Windows and which can be used to grab a file via HTTP.
It can be used via WSH (Windows Scripting Host).
The number of lines you would need to type are numerous/complex enough that you'll probably just want to make a script and download it (which could be done using the built-in FTP command).
Although, if you're going to download your script, then is there really much advantage gained by downloading that script, rather than downloading a universal tool like cURL or wget?
(In my case, the answer was: yes. But your case might be different, so do think about that answer.)
Out of what comes with the operating system, that (WSH) has been the best solution that I've personally used so far, to accomplish HTTP through automation.