I tested your code as a VB script on Win11 and it worked. (Returned true, true.)
Try it as a .vbs file.
Dim xmlOBject 'As Object
Dim xmlOBject2 'As Object
Dim test 'As Boolean
Set xmlOBject = CreateObject("MSXML2.DOMDocument.6.0")
xmlOBject.async = False
test = xmlOBject.Load("http://crd.gov.pl/wzor/2022/02/10/11341/schemat.xsd")
wscript.echo "Wininet: " & test
Set xmlOBject2 = CreateObject("MSXML2.DOMDocument.6.0")
xmlOBject2.async = False
xmlOBject2.SetProperty "ServerHTTPRequest", True
test = xmlOBject2.Load("http://crd.gov.pl/wzor/2022/02/10/11341/schemat.xsd")
wscript.echo "Winhttp: " & test