URLs that use the HTTPS protocol will use SSL/TLS, by default using TCP/IP port 443.
By default, the OpenSSL library is automatically used for HTTPS connections. The OpenSSL library allows bandwidth throttling, the use of specific local IP addresses, and selectable connection timeouts. These features are not available using Microsoft WinInet. The advantage of WinInet is that the creation of new SSL/TLS connections takes fewer memory accesses and hence less CPU overhead. If you are rapidly ramping up a large number of HTTPS connections, you might find that WinInet has less system overhead during the creation of a new connection.
If you want to force the use of a Microsoft WinInet library, you can select the Use Microsoft WinInet checkbox on the Run Settings > Web: Options tab.