WinINet vs WinHTTP vs TCP/IP

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C++

Hi,
I one application include 3 parts. Master, Bridge Server and Slave part.
Master always send data to bridge server and slave always read data from bridge server.
Question is here:
I want have very fast speed for transfer data between slave,master & server.
Which method is better? WinINet? winHttp or TCP/IP?
Slave & master both are dll and for server if I can use win server or if use winINet or winHttp can use linux host too.
So I want know about speed, security above 3 methods.
Regards,