[HttpClient][1] is what you're after.

To add headers, you simply create a custom HttpRequestMessage:

    Dim client As New HttpClient()
    Dim request As New HttpRequestMessage() With
    {
         .RequestUri = New Uri("http://staging-exact-integration.posios.com/PosServer/rest/core/company"),
         .Method = HttpMethod.Get,
    }

    request.Headers.Add("X-Auth-Token", "eyJhbGciOiJIUzI1NiJ9.eyJleHAiOjE0NTc3NTQ1")

    Dim result = client.SendAsync(request).Result

  [1]: https://msdn.microsoft.com/en-us/library/system.net.http.httpclient%28v=vs.118%29.aspx