You have to specify the type of the request. It can be "GET", "POST" or something else.
See here for the open Method:
https://msdn.microsoft.com/en-us/library/ms757849(v=vs.85).aspx
These are the parameters:
- bstrMethod
The HTTP method used to open the connection, such as GET, POST, PUT, or PROPFIND. For XMLHTTP, this parameter is not case-sensitive. The verbs TRACE and TRACK are not allowed when IXMLHTTPRequest is hosted in the browser. What is the difference between POST and GET? 
- bstrUrl
The requested URL. This can be either an absolute URL, such as "http://Myserver/Mypath/Myfile.asp", or a relative URL, such as "../MyPath/MyFile.asp". 
- varAsync[optional] 
- bstrUser[optional] 
- bstrPassword[optional] 
As you see, the method needs at least two parameters (the other 3 are optional) thus 1 is not enough.
You need to declare Request with the keyword New. Thus, something like the following piece works:
Public Sub TestMe()    
    Dim Request As New MSXML2.XMLHTTP60
    Request.Open "GET", "http://www.bbc.com"
    Request.send
    MsgBox Request.Status    
End Sub
Whenever you are using libraries outside the standard VBA libraries it is a good idea to do one of the following 2:
- Provide information for the library:

Dim Request As Object
Set Request = CreateObject("Msxml2.ServerXMLHTTP.6.0")