Questions specifically regarding Virtuoso are generally best raised on the public OpenLink Discussion Forums, the Virtuoso Users mailing list, or through a confidential Support Case.
That said... Queries against remote files cannot be run through Virtuoso. But, Virtuoso can be told to import those files (whether via the Sponger or otherwise), and then queries can be run against the resultant triples in the local Virtuoso Quad Store.
Queries against remote SPARQL endpoints can be run through Virtuoso, through the mis-named "SPARQL-FED" a/k/a Federated SPARQL. As you'll see in that documentation, FROM
and FROM NAMED
are not the appropriate keywords -- SERVICE
is.