There's nothing wrong with unzipping it yourself, but another option is to use LWP::UserAgent and let it handle the decoding.

#!C:/strawberry/perl/bin/perl.exe
#
use strict;
use warnings;
use LWP::UserAgent;

my $url = 'http://atys.ryzom.com/api/character.php?key=FR521366R0REA16
+F998&part=items';

my $ua = LWP::UserAgent->new();

my $response = $ua->get($url);

if($response->is_success) {
    print $response->decoded_content;
} else {
    die $response->status_line;
}
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