How can I be sure that I'm downloading over SSL?

Maybe I'm asking absolutely dumb question, but I couldn't find the answer yet. I know when I'm sending or getting a data in a browser over https, both server and client (browser) checks each other certificates. If everything is ok the data transfer starts.

Now I wonder how to handle all this stuff in my code? I'm using some framework which allows me to download data. When I'm specifying an address as https://... I downloading stuff. But I didn't specify any certificates (I don't have any!). So how does it works in my case? Is it really https?

Here's an example that confused me: I have some file in dropbox. I can download it with my code if I specify https address. But also I can download the same file if I specify just http!