You might already have curl

It is possible that you won't need to download anything:

• If you are on Windows 10, version 1803 or later, your OS ships with a copy of curl, already set up and ready to use.

• If you have Git for Windows installed (if you downloaded Git from git-scm.com, the answer is yes), you have curl.exe under:

   C:\Program Files\Git\mingw64\bin\
  

  Simply add the above path to PATH.

Installing curl with a package manager

If you are already using a package manager, it may be more convenient to install with one:

• For Chocolatey, run choco install curl
• For MSYS2, run pacman -S curl
• For Scoop, run scoop install curl
• For Cygwin, add the curl package in Cygwin Setup. EDIT by a reader: Cygwin installer design has changed, please choose curl packages as follows:

Installing curl manually

Downloading curl

It is too easy to accidentally download the wrong thing. If, on the curl homepage, you click the large and prominent "Download" section in the site header, and then the large and prominent curl-7.62.0.tar.gz link in its body, you will have downloaded a curl source package, which contains curl's source code but not curl.exe. Watch out for that.

Instead, click the large and prominent download links on this page. Those are the official Windows builds, and they are provided by the curl-for-win project.

If you have more esoteric needs (e.g. you want cygwin builds, third-party builds, libcurl, header files, sources, etc.), use the curl download wizard. After answering five questions, you will be presented with a list of download links.

Extracting and setting up curl

Find curl.exe within your downloaded package; it's probably under bin\.

Pick a location on your hard drive that will serve as a permanent home for curl:

• If you want to give curl its own folder, C:\Program Files\curl\ or C:\curl\ will do.
• If you have many loose executables, and you do not want to add many individual folders to PATH, use a single folder such as C:\Program Files\tools\ or C:\tools\ for the purpose.

Place curl.exe under the folder. And never move the folder or its contents.

Next, you'll want to make curl available anywhere from the command line. To do this, add the folder to PATH, like this:

1. Click the Windows 10 start menu. Start typing "environment".
2. You'll see the search result Edit the system environment variables. Choose it.
3. A System Properties window will popup. Click the Environment Variables button at the bottom.
4. Select the "Path" variable under "System variables" (the lower box). Click the Edit button.
5. Click the Add button and paste in the folder path where curl.exe lives.
6. Click OK as needed. Close open console windows and reopen, so they get the new PATH.

Now enjoy typing curl at any command prompt. Party time!

After hours of effort, system restore, register, unregister cycles and a night's sleep I have managed to pinpoint the problem. It turns out that the project file contains the below line:

Object={831FDD16-0C5C-11D2-A9FC-0000F8754DA1}#2.0#0; MSCOMCTL.OCX

The version information "2.0" it seems was the reason of not loading. Changing it to "2.1" in notepad solved the problem:

Object={831FDD16-0C5C-11D2-A9FC-0000F8754DA1}#2.1#0; MSCOMCTL.OCX

So in a similar "OCX could not be loaded" situation one possible way of resolution is to start a new project. Put the control on one of the forms and check the vbp file with notepad to see what version it is expecting.

OR A MUCH EASIER METHOD:

(I have added this section after Bob's valuable comment below)

You can open your VBP project file in Notepad and find the nasty line that is preventing VB6 to upgrade the project automatically to 2.1 and remove it:

NoControlUpgrade=1