The lisp snippets for installing el-get download the full el-get installer via https, eg the "lazy installer":

;; So the idea is that you copy/paste this code into your *scratch* buffer,
;; hit C-j, and you have a working el-get.
(url-retrieve
 "https://raw.githubusercontent.com/dimitri/el-get/master/el-get-install.el"
 (lambda (s)
   (goto-char (point-max))
   (eval-print-last-sexp)))

but the GNU Emacs releases for versions 25 and below don't support https out of the box on Windows. As of Emacs 26, the official GNU release does include the gnutls dlls (unless you choose the no-deps zip file), so the extra steps below are no longer needed. As mentioned here, the needed dlls can be retrieved from https://sourceforge.net/projects/ezwinports/files/.

• Extract the dlls in bin from gnutls-3.4.15-w32-bin.zip into Emacs' bin/
  • but not the .exe files, otherwise you might hit emacs bug 15905.
• You will need to restart Emacs so it can notice the new dlls.