Request is a published TIdHTTPRequest property in TIdHTTP, and is used to specify the header values to send to the HTTP server. Request headers allow the HTTP client to pass additional information about the request, or the request client, to the HTTP server. 

Request may contain the textual representation of Cookie values from the HTTP client, Host and Port information for a proxied connection, as well as values from TIdHTTP properties transmitted as message headers. 

Request is used in DoRequest to perform the HTTP transfer. 

Use Response to examine header values received in an HTTP protocol response from the server.

TIdHTTPRequest 

TIdHTTPResponse 

TIdCustomHTTP.Response