It is really not necessary to create a variable from stdin, but if it was needed:
@echo off
echo %1
echo %2 Rem Your example input does not show a second input parameter, so this will probably be nothing:
set "web=%~1"
curl -I "%web%"
pause
You can however just use the input %1 as is:
@echo off
echo %1
echo %2
curl -I "%~1"
pause
Usage:
aa.bat http://www.google.com
result:

So here are some valuable hints. open cmd and type help where you will find a list of commands. For each of these commands you find interesting, type command name, followed by /? for instance. set /? You will be able to find alot of useful information that will help you better understand batch-files and cmd. Also remember to run the help for cmd /? itself.
%1, the second one as%2etc. Where do you take%web%from? Andset web = %web%creates another variable%web %with the value of%web%(which is empty as far as we can see) preceded with a space.