WiFi module as client accessing url
I have the module setup and serving weather data on a webpage. I would like to have the WiFi module act like a client and access a webpage on the internet. Reading though the documents, the only connection that acts like a client is TCP. Can I simply put in a url I want to access in the tcp connection and it will work or do I need to break up the connection in to steps? I need to be able to change the url frequently.