Is .HTTP file format Visual Studio specific, or is there some multi-plaftorm tooling for it?
How do I integrate it to CI/CD pipeline?
https://learn.microsoft.com/en-us/aspnet/core/test/http-files
There is no pipeline task out-of- the-box to call the request directly from the .http file.
As a workaround you may convert your request into a PowerShell script using Invoke-RestMethod.
Besides, you may also consider using the Invoke REST API task in an agent-less job.