Here are the steps to perform for a minimal download and installation of WinHTTP API for C++ so that we have the the `winhttp.lib` and `winhttp.h` files while writing C++ programs using the WinHTTP API:

1. Download PSDK-x86.exe from Microsoft ® Windows Server® 2003 R2 Platform SDK Web Install.
2. Run the installer, select Custom installation type, clear all categories and select Microsoft Windows Core SDK > Build Environment > Build Environment (x86 32-bit).

After the installation is complete, the `winhttp.h` file can be found at `C:\Program Files\Microsoft Platform SDK Server 2003 R2\Include`.