If you’re writing a project which installs packages from PyPI, then the best and most common library to do this is requests. It provides lots of convenient but powerful features. Use it like this:
import requests
response = requests.get('http://hiscore.runescape.com/index_lite.ws?player=zezima')
print (response.status_code)
print (response.content)
But if your project does not install its own dependencies, i.e. is limited to things built-in to the standard library, then you should consult one of the other answers.