WP_Http is a:
Core class used for managing HTTP transports and making HTTP requests.
so it should most likely be this link:
https://developer.wordpress.org/reference/classes/wp_http/
instead of:
https://developer.wordpress.org/reference/functions/WP_Http
that redirects you to:
https://developer.wordpress.org/reference/functions/wp_http_supports/
Then there are wrappers like wp_remote_get(), wp_remote_post(), wp_safe_remote_get(), wp_safe_remote_post(), wp_remote_retrieve_response_code(), download_url(), … etc, that makes it easier to use.
Check out e.g. the HTTP API Codex page
Not sure what the use case is here, but there are also media_handle_sideload(), wp_handle_sideload(), … that might be useful.