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Glad to know that you're learning AutoIt. It's one of my favorite Windows scripting languages due to the fact that programs are written relatively quick in it and its structure and linguistics are pretty easy to catch on to. It's also standalone so requires no dependencies and generally runs completely independently. Furthermore it also has very comprehensive documentation and a vast amount of resources available- moreover an extensive standard library accompanied by an archive of UDFs (User-Defined Functions).
However, AutoIt has subtle differences and little significant advantages in contrast to something like .NET. (However it does have some benefits.)
1. There is no standard wrapper for HTTP/HTTPS, similarly to a lot of other languages. But they can be made in several different ways. Initializing COM objects in AutoIt is fairly easy, as such writing a wrapper for WinHTTP shouldn't be too difficult. Actually, if you're really interested in AutoIt perhaps I could possibly make one and give you a few pointers. (Possibly occasional help.)
2. AutoIt by default is not multi-threaded. Though there are means of "emulating" it via the usage of third-party libraries. Timers are available. But keep in mind that mostly everything in AutoIt is dynamic so it won't be anything like VB/C# whereas you simply drag-and-drop a control or component on a form.
3. AutoIt comes with a standard form distribution known as Koda. When you create a project in AutoIt and edit it, it should be located somewhere in the Tools menu options. However it could take some time for you to get accustomed to the language before you're able to use it efficiently.
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