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uses
  IdHttp;

var
  HttpLoader: TIdHttp;
  PageContents: String;
begin
  HttpLoader := TIdHttp.Create;
  try
    HttpLoader.OnWork := ...
    ...
    PageContents := HttpLoader.Get('http://www.example.com');
  finally
    HttpLoader.Free;
  end;
end;					

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var
  http: TIdHTTP;
  fs: TFileStream;
begin
  http := TIdHTTP.Create(nil);
  try
    fs := TFileStream.Create('Dateiname', fmCreate);
    try
      http.Get('URL', fs);
    finally
      fs.Free;
    end;
  finally
    http.Free;
  end;
end;					

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procedure TForm1.Button1Click(Sender: TObject);
begin
  Memo1.Text := HTTP.Get(Edit1.Text);
end;

procedure TForm1.HTTPWorkBegin(Sender: TObject; AWorkMode: TWorkMode;
  const AWorkCountMax: Integer);
begin
  ProgressBar.Min := 0;
  ProgressBar.Max := AWorkCountMax;
  ProgressBar.Step := 1;
  ProgressBar.Position := 0;
end;

procedure TForm1.HTTPWorkEnd(Sender: TObject; AWorkMode: TWorkMode);
begin
  ProgressBar.Position := 0;
end;

procedure TForm1.HTTPWork(Sender: TObject; AWorkMode: TWorkMode;
  const AWorkCount: Integer);
begin
  ProgressBar.StepBy(AWorkCount);
end;