Is there a built-in command-line tool under Windows like wget/curl?

There is no wget like built-in command in Windows. You can use the .net Framework via Windows PowerShell like in this example:

https://superuser.com/questions/362152/native-alternative-to-wget-in-windows-powershell

or like i do and use wget for Windows:

http://gnuwin32.sourceforge.net/packages/wget.htm