For "raw" xml support you can use the X-DOCUMENT handle.
DEFINE VARIABLE hXDoc AS HANDLE NO-UNDO.
CREATE X-DOCUMENT hXDoc.
hXDoc:LOAD("file","http://someurl/paging$1,1", TRUE).
/* Here you need to parse */
DELETE OBJECT hXDoc.
Depending on the structure of the xml-document you can use READ-XML with a temp-table or a dataset to load data directly into it. But then you would need to define the dataset before. This genereally don't work well with dynamically created items.
Check out the documentation around xml here
If all things fails you could wrap a os utility like curl or wget (as regards to Tims answer). A simple wrapper around wget could look like this (curl would be similar):
DEFINE INPUT PARAMETER pcUrl AS CHARACTER NO-UNDO.
DEFINE INPUT PARAMETER pcPrefix AS CHARACTER NO-UNDO.
DEFINE OUTPUT PARAMETER pcFile AS CHARACTER NO-UNDO.
pcFile = "wget." + pcPrefix + "." + STRING(TODAY,"999999") + REPLACE(STRING(TIME,"HH:MM:SS"),":","") + "-" + STRING(RANDOM(0,1000),"9999").
OS-COMMAND SILENT VALUE("wget '" + pcUrl + "' -o /dev/null -O /tmp/" + pcFile).