MSXML2.XmlHttp

This is on its way out
Reference - Microsoft XML v6.0
Adding this reference allows you to use the MSXML application programming interfaces from within VBA.
This is an XML parser which supports DOM that can be used in VBA to access and manipulate XML data.
It is possible to treat an XML file as a text file and parse it using traditional methods but is not very efficient.
However because the XML data is structured it is far easier to use an XML parser instead.
There are lots of different type of XML parsers but for the purposes of VBA you will want to use a parser that supports XML Document Object Model (DOM).
An XML parser that supports DOM will take the XML data and expose it via a set of objects that we can program against.

Uses the browser HTTP stack (WinInet), which introduces quirks that can break JSON API calls.
You want the simplest possible GET request
You don't need advanced headers or authentication
Supports proxy and server credentials

GET

This enables you to download an internet file using the Microsoft XML object and is an alternative to using the URLDownloadToFile API.
Requires a reference to the Microsoft XML library
The responseBody method of the XMLHHTP object returns a byte array

POST

POST