I've tried it this way, but mirc returns a 408 error request timeout.
Code
alias Example {
  /sockopen Example github.com 80

  ; Check if there was an error.
  if ($sockerr) {
    echo -ag There was an error: $sockerr
    halt
  }
}

; Listen for the on SOCKOPEN event.
on *:SOCKOPEN:Example:{
  ; Write a GET request.
  sockwrite -nt $sockname GET / HTTP/1.1
  ; Check if there was an error.
  if ($sockerr) {
    echo -ag There was an error: $sockerr
    halt
  }
}

; Listen for the on SOCKREAD event.
on *:SOCKREAD:Example:{
  ; Check if there was an error.
  if ($sockerr) {
    echo -ag There was an error: $sockerr
    halt
  }

  ; Create a local variable to hold the data.
  var %i

  ; Read the data waiting into the local variable.
  sockread %i

  ; Print data read.
  echo -ag Data = %i
  %a = %i
}

Output from mirc:
Code
Data = HTTP/1.1 408 Request Time-out
Data = Content-length: 110
Data = Cache-Control: no-cache
Data = Connection: close
Data = Content-Type: text/html
Data =
Data = <html><body><h1>408 Request Time-out</h1>
Data = Your browser didn't send a complete request in time.
Data = </body></html>

If I open github.com with my browser e.g. Firefox
then I don't get a 408 error so why with mirc?