Try this code. Substitute ??? with valid Url, something like www.mysite.com/data.txt etc.

cFile = RemoteToLocal('http:???')
IF Not EMPTY(cFile)
	MODI FILE (cFile) NOWAIT
	* ? FileToStr(cFile)
ENDIF

FUNCTION RemoteToLocal(cRequest)
	DECLARE INTEGER URLDownloadToCacheFile IN urlmon;
		INTEGER lpUnkcaller, STRING szURL, STRING @szFileName,;
		INTEGER dwBufLength, INTEGER dwReserved, INTEGER pBSC

	LOCAL nResult, cTargetFile
	cTargetFile = Repli(Chr(0), 250)
	WAIT WINDOW NOWAIT "Downloading remote file..."

	nResult = URLDownloadToCacheFile(0, cRequest, @cTargetFile,;
		Len(cTargetFile), 0,0)

	WAIT CLEAR
	DOEVENTS
RETURN STRTRAN(cTargetFile, Chr(0), "")

The URLDownloadToCacheFile downloads remote data into the Internet cache and returns the local file name of the cache location.