When the data file is available through an url, you can download the file first, before you run your normal import module. The process involves 3 simple steps. A (simple) example is given for data available through https://apps.des.qld.gov.au/data-sets/
.bat (or .sh) file with the curl command
Create a bat file (eg. download_with_curl.bat) with the following content:
curl "%1" %2 %3
GA module to run the bat file
fdsa