the mIRC help for sockets has a good example of how to do this
a bit confusing due to the complexity of sockets
Code:
;;open a socket
/sockopen socktest www.mirc.co.uk 80

;;when the socket opens, request the file from the server
on *:sockopen:socktest: sockwrite socktest GET http://www.mirc.co.uk/whatsnew.txt $+ $crlf

;; when the socket has data,  read the data and do something with it
;; in this case color it red and echo to status
on 1:sockread:socktest:{
  if ($sockerr > 0) return
  :nextread
  sockread %temp
  if ($sockbr == 0) return
  if (%temp == $null) %temp = -
  echo 4 -s %temp
  goto nextread
}