I recently got this error
error C2664: 'InternetOpenW' : cannot convert parameter 1 from 'const char ' to 'LPCWSTR'
when I was trying to compile/build my source code including web.cpp and web.h. Later comparing my old setting with the new ones I realized that I solved it using the project properties.
Right Clik on Project name > Properties > Configuration Properties > Character Set should be chosen as "Use Multi-Byte Character Set"