What? No, it works fine with http out of the box. From the man page:
GNU Wget is a free utility for non-interactive download of files from the Web. It supports HTTP, HTTPS, and FTP protocols, as well as retrieval through HTTP proxies.
I think the GP's uncertainty relates to download URL wildcards with HTTP. Unlike FTP, I don't believe that HTTP servers have to support your request to list all files in a directory.