Maybe, the links would help you.
https://makolyte.com/csharp-how-to-make-concurrent-requests-with-httpclient/
You should look into the concerns of overloading an inbound port the a service is using.
https://codeburst.io/throttling-concurrent-outgoing-http-requests-in-net-core-404b5acd987b
You can take the code and make it work for a Windows desktop solution.
https://medium.com/streamwriter/managing-http-requests-in-asp-net-core-f2ee2fe46a1