listener =
 SocketListen["127.0.0.1:8080",
  Function[{assoc},
   With[{client = assoc["SourceSocket"]},
    WriteString[client,
     "HTTP/1.0 200 OK\nContent-Length: 16\n\nGoodbye, World!\n"];
    Close[client]]]]
SystemOpen["http://127.0.0.1:8080"]