这是正确的; HTTP请求将是一种方法。您提供的Python示例代码提到了头文件，也可以使用WebHeaderCollection来完成。另一种方法是使用Web客户端。
Web客户端（无标头）

Dim client As New WebClient
Dim data As String = client.DownloadString("https://api.lifx.com/v1/lights/all")

使用WebRequest的Header

'String for token
Dim tokenString As String = "YOUR_APP_TOKEN"
'Stream for the responce
Dim responseStream As System.IO.Stream
'Stream reader to read the stream to a string
Dim stringStreamReader As System.IO.StreamReader
'String to be read to
Dim responseString As String
'The webrequest that is querying
Dim webRequest As WebRequest = WebRequest.Create("https://api.lifx.com/v1/lights/all")
'The collection of headers
Dim webHeaderCollection As WebHeaderCollection = webRequest.Headers
'Adding a header
webHeaderCollection.Add("Authorization:Bearer " + tokenString)
'The web responce
Dim webResponce As HttpWebResponse = CType(webRequest.GetResponse(), HttpWebResponse)
'Reading the web responce to a stream
responseStream = webResponce.GetResponseStream()
'Initializing the stream reader with our stream
stringStreamReader = New StreamReader(responseStream)
'Reading the stream to our string
responseString = stringStreamReader.ReadToEnd.ToString
'Ending the web responce
webResponce.Close()

Imports System.Net
    Imports Newtonsoft.Json.Linq

    Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click

    Dim json As String = New System.Net.WebClient().DownloadString("API URL")
    Dim parsejson As JObject = JObject.Parse(json)
    Label1.Text = parsejson.ToString()
End Sub