IXmlHttpRequest2 is the only approved HTTP client on Xbox One.
Xbox Service Authorization
Describes how to make authorized web service calls on Xbox One.
Network Security Authorization List (NSAL)
The Network Security Authorization List (NSAL) file specifies which network endpoints your title is able to access.
Using IXMLHTTPRequest2
Discusses issues related to using the IXMLHTTPRequest2 interface on Xbox One.
Manual Insertion of Authorization Tokens
How to manually retrieve an authorization token and insert it into an HTTPS request.
Single Sign-On
Describes how to implement single sign-on (SSO) on Xbox One.
Xbox Live Services API Reference