What do you mean by "run like my web application"?
As this is the Windows forum, you could embed the WebBrowser ActiveX control in your app, which would do most of the work for you. (There are non-Microsoft equivlents available, e.g. WebKit)
Then there's the WinINet API.
Or you could use the socket (WinSock) API (or cURL, etc) to talk to the web servers and process the HTML, etc yourself.