What you are trying to do is not a supported use case. The only reason that WmfMedia is even trying to open that URL is because it has support for HTTPS media streams, and it thinks that you’re opening such a stream. Instead it finds a web service of some sort and correctly prints out the error you posted.
I strongly recommend you take a look at the HttpRequest C++ API in the Online Subsystem. That will allow you to make a GET or POST request to a web server of your choice.