Have you checked Swift/Win32 Programming!? I'm not sure you would be able to use URLSession on Windows anytime soon, but I can be wrong so probably you should ask @compnerd. He is "Swift on Windows" engine. 
Have you checked Swift/Win32 Programming!? I'm not sure you would be able to use URLSession on Windows anytime soon, but I can be wrong so probably you should ask @compnerd. He is "Swift on Windows" engine.