Here is a part of httpwindow.cpp from Qt Examples:
Qt Code: 
  1. #ifndef QT_NO_OPENSSL
  2. void HttpWindow::sslErrors(const QList<QSslError> &errors)
  3. {
  4.     QString errorString;
  5.     foreach (const QSslError &error, errors) {
  6.         if (!errorString.isEmpty())
  7.             errorString += ", ";
  8.         errorString += error.errorString();
  9.     }
  10.  
  11.     if (QMessageBox::warning(this, tr("HTTP Example"),
  12.                              tr("One or more SSL errors has occurred: %1").arg(errorString),
  13.                              QMessageBox::Ignore | QMessageBox::Abort) == QMessageBox::Ignore) {
  14.         http->ignoreSslErrors();
  15.     }
  16. }
  17. #endif
To copy to clipboard, switch view to plain text mode 

as you see it's surrounded by
Qt Code: 
  1. #ifndef QT_NO_OPENSSL
  2. // . . .
  3. #endif
To copy to clipboard, switch view to plain text mode 

so if you compile Qt without SSL support then this example still work but can't handle SSL connections (QT_NO_OPENSSL will be defined so that code would be, let's say, cut out). You said that you need to download files from server with SSL - and it's not working, but it's working for non-SSL connections, so the reason would be in QT_NO_OPENSSL is defined == Qt built without OpenSSL.