Because you were trying to use other components for HTTP requests. Sparkle is the equivalent for them, to perform low-level HTTP to any HTTP server. For XData servers, TXDataClient is recommended as its higher-level.
I don't think it would. Most of your questions are described in the documentation in a very detailed way. Wizards are usually useful for saving coding time, not for learning. If to get something work you need to write 100 lines repeatedly, then ok, a wizard is useful. But if to get something work all you need is to understand how to use and then write a couple of lines, I don't see a point.
I think your main mistake was trying to invoke a XData server using a low level HTTP client. I don't know why you followed that path. When using Delphi, you should use TXDataClient. That's actually absolutely one significant XData feature, that is not seen in almost any other REST API framework out there, either in Delphi or any other language.
Once you have your service contract and your service implementation, you just invoke it from the client using TXDataClient as described here: TXDataClient | TMS XData documentation
So your method call would be something like
List := Client.IService<ISomeServiceOfYours>.myservice(Quote1, Quote2, Quote3, Quote4, NumVariants);
That's all about it.