This is a bit beyond my own scope of knowledge at the moment, but if you really wanted to test any particular http (or ftp or ...) type of transaction within a test suite -- and if you really wanted to elaborate your module distro to do this thoroughly -- you could probably include scripts in your distro that would run on the local machine and emulate a suitable server; your test scripts would attach to it via "localhost" (127.0.0.1), and you just have to set it up to supply the responses you want to test on.

(And then of course you'd need tests for the server script...)

For example, the Catalyst bundle includes a handy "web server" that runs on your development machine, so you can work up a web app without it ever being exposed in any way on a real server until it's ready.