libcurl’s two newly added functions curl_easy_send() and curl_easy_recv() add a new way of working with data in libcurl. These two are just sending and receiving whatever on a connection previously setup with curl_easy_perform() with the CONNECT_ONLY option set.
I haven’t yet made the web site display the man pages for these functions, as the patch for them was just committed minutes ago. Update: the man pages is now added and this post has the links.
Get a feel for how it can work by reading the sendrecv.c example source.