WinHttp doesn't work when hostname doesn't contains www. (error 12029)

I am testing this winhttp example from http://msdn.microsoft.com/en-us/library/aa384270%28v=vs.85%29.aspx

  DWORD dwSize = 0;
  DWORD dwDownloaded = 0;
  LPSTR pszOutBuffer;
  BOOL  bResults = FALSE;
  HINTERNET  hSession = NULL, 
             hConnect = NULL,
             hRequest = NULL;

  // Use WinHttpOpen to obtain a session handle.
  hSession = WinHttpOpen( L"WinHTTP Example/1.0",  
                          WINHTTP_ACCESS_TYPE_DEFAULT_PROXY,
                          WINHTTP_NO_PROXY_NAME, 
                          WINHTTP_NO_PROXY_BYPASS, 0 );

  // Specify an HTTP server.
  if( hSession )
    hConnect = WinHttpConnect( hSession, L"www.microsoft.com",
                               INTERNET_DEFAULT_HTTPS_PORT, 0 );

  // Create an HTTP request handle.
  if( hConnect )
    hRequest = WinHttpOpenRequest( hConnect, L"GET", NULL,
                                   NULL, WINHTTP_NO_REFERER, 
                                   WINHTTP_DEFAULT_ACCEPT_TYPES, 
                                   WINHTTP_FLAG_SECURE );

  // Send a request.
  if( hRequest )
    bResults = WinHttpSendRequest( hRequest,
                                   WINHTTP_NO_ADDITIONAL_HEADERS, 0,
                                   WINHTTP_NO_REQUEST_DATA, 0, 
                                   0, 0 );


  // End the request.
  if( bResults )
    bResults = WinHttpReceiveResponse( hRequest, NULL );

  // Keep checking for data until there is nothing left.
  if( bResults )
  {
    do 
    {
      // Check for available data.
      dwSize = 0;
      if( !WinHttpQueryDataAvailable( hRequest, &dwSize ) )
        printf( "Error %u in WinHttpQueryDataAvailable.\n",
                GetLastError( ) );

      // Allocate space for the buffer.
      pszOutBuffer = ne开发者_运维知识库w char[dwSize+1];
      if( !pszOutBuffer )
      {
        printf( "Out of memory\n" );
        dwSize=0;
      }
      else
      {
        // Read the data.
        ZeroMemory( pszOutBuffer, dwSize+1 );

        if( !WinHttpReadData( hRequest, (LPVOID)pszOutBuffer, 
                              dwSize, &dwDownloaded ) )
          printf( "Error %u in WinHttpReadData.\n", GetLastError( ) );
        else
          printf( "%s", pszOutBuffer );

        // Free the memory allocated to the buffer.
        delete [] pszOutBuffer;
      }
    } while( dwSize > 0 );
  }


  // Report any errors.
  if( !bResults )
    printf( "Error %d has occurred.\n", GetLastError( ) );

  // Close any open handles.
  if( hRequest ) WinHttpCloseHandle( hRequest );
  if( hConnect ) WinHttpCloseHandle( hConnect );
  if( hSession ) WinHttpCloseHandle( hSession );

That works fine but if I take out the www. from www.microsoft.com I get a 12029 ERROR_WINHTTP_CANNOT_CONNECT error, what's the reason for this?

Will all the websites work with winhttp if using www.? because some websites doesn't use www, I couldn't find any right now but I saw some websites that showed "Server not found" on the browser when accessing with www. but they worked whithout it.

microsoft.com returns a 301 Moved Permanently header, to get winhttp to honour that and redirect to the URL in the Location: header (the www.) you need to use WinHttpSetOption to set the appropriate WINHTTP_OPTION_REDIRECT_* option(s).