It was an oversight TWebHttpRequest was not yet added in the docs. We'll work on this asap.
Using TWebHttpRequest is simple though. It allows you to make HTTP GET,POST,PUT,... requests. The HTTP command is set with the command property. If you perform a post, set the data to post via PostData. When needed, you can add custom headers. Then call WebHttpRequest.Execute to perform the request and you can handle the response from the OnResponse event that will return the response data via a parameter.