用indy控件组。
http用idhttp。
ftp用idftp.
还有这个URLDownloadToFile函数 百度百科 实例:http://baike.baidu.com/view/1606690.htm#sub1606690
{-----------------------------例子------------------------}
procedure TForm1.Button1Click(Sender: TObject);
var mystream1 :TMemoryStream;
begin
mystream1 :=TMemoryStream.Create;
IdHTTP1.Get('http://www.pconline.com.cn/pcedu/photo/0508/pic/050831girl18.jpg',mystream1);
mystream1.SaveToFile('c:/050831girl18.jpg');
end;