@Anonymous As @Lohith GN mentioned you can create the HttpClient object to make the HTTP calls within your azure function if you are using C# language function app.
Depending upon your requirement you can create any of supported trigger to trigger your function app and your function app code will make the HTTP calls.
You can refer to Call a Web API From a .NET Client (C#) document for more details.
Sharing the previous discussion on the same.
https://stackoverflow.com/questions/56288606/best-approach-to-call-web-api-from-azure-function
https://social.msdn.microsoft.com/Forums/en-US/300c0478-dad4-49d0-bbed-8177adbbf817/using-azure-functions-with-c-to-call-rest-api-and-save-results-in-azure-data-lake-gen2?forum=AzureFunctions
Feel free to get back to me if you need any assistance.