Downloading files / accessing files online

I'm creating a bit of software that uses information that updates from time to time. The information is on an API. I can recover the information from the XML files that it creates and I can create the links that I want it to pull. However I don't know how to download / access these files online. Looked an hour at libcurl and it seems to do what I want, but the problem is that I can't understand how to.

So the question is. Does anyone know how to use libcurl. Or do you have another library that enables me to do this. Heard that boost should have something like this but I couldn't find it.
I think this is a good example to study to see how you can do it in libcurl.
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aha, the libcurl API had example docs.
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