You use http: to determine the protocol to use. The real reason is that you are in fact connecting to a computer on the domain. For example server.mydomain.com is the full DNS name of a computer called server on the mydomain.com domain. Since people use all sorts of names to call their computers the www was introduced for continuity. So www.mydomain.com is a computer called www on the mydomain.com domain.
http://www.amazon.com is a computer called www on the amazon.com domain and you are connecting to it using the http protcol. Not everyone (in fact hardly anyone) has a computer called www on the domain as you tend to have an alias for the webserver (which contains all the web site content) called "www". As has been said, some domains don't have a www root, in the iwbus example you are connecting to a computer calles "my" in the fotopic.net domain.