It's possible to use Luasocket with EGSL. This simple example downloads a couple of screenshots from EGSL website.
local http = require("socket.http")
adresy = {"http://www.egsl.retrogamecoding.org//media/wallman/wallman.png", "http://www.egsl.retrogamecoding.org//media/wallman/wallman1.png", "http://www.egsl.retrogamecoding.org//media/santa/santa1.png", "http://www.egsl.retrogamecoding.org//media/santa/santa2.png", "http://www.egsl.retrogamecoding.org//media/brickmaster4.png"}
for x, y in ipairs(adresy) do
io.write("Downloading file ", x, "... ")
plik = io.open(tostring(x)..".png", "wb")
http.request{
url = y,
sink = ltn12.sink.file(plik)
}
print("Done!")
end