Yes, it's possible. I think you want the combination of two previous questions:
So your task basically breaks down into writing a little bit of glue code: download the URL via the first bullet, write it to a local file, and then import that file using the second bullet.
So that's how you'd do that.
BUT - please keep in mind that dynamically downloading and executing code has many potential security downfalls. Will you be doing this over a secure connection? Who else has the ability to manipulate that URL? There are a bunch of security issues inherent in downloading and executing code on the fly. I would ask you to consider going about your solution in a different way, but I'm giving you the answer you're asking for.
As a simple security check, you can establish a known-good hash for your file, and then refuse to import any file other than one that's on the list of known-good hashes. This makes it a pain to update your modules, but gives you a little bit of extra safety.