Howdy, I am glad to hear you had such a pleasant set up experience, seems that our recent fixes to installation problems have been an improvement. But yes MinGW does not like spaces, we have tried to put failsafes where we can but it just does not wanting to go in a path where there are spaces.
Now the Berkeley Sockets networking system does require the Curl headers for HTTP functions. You should simply be able to download them and stick them in the folder, I don't know because I have not tested it on Windows yet. On Linux it is just one terminal command to install the headers and it runs fine. If you do not need HTTP functions but just regular networking for games, you can remove the #include and the function that uses that header.