As far as I can tell there is nothing built-in in the VST SDK to connect to non-MIDI devices.
That being said, the VST SDK layer lets you do whatever you want. For example, I wrote this plugin called SAM-SPL64 ) which accesses the file system to store temporary samples (SampleFile.cpp). So I can totally imagine you making http calls or opening a socket directly.
I would obviously do this in the UI layer, not the RT (real time) layer, but that is totally possible, just not built-in.
Also if you are interested you may want to check Jamba which lets you bootstrap a VST plugin in a matter of seconds (and in your case, the RT layer is a pass-through which is the default implementation of the blank plugin generated by Jamba…).
Yan