You cannot use the URL directly like that. Try the following code:
require 'open-uri'
url = "http://www.vbaccelerator.com/home/VB/Code/vbMedia/Audio/Lossless_WAV_Compression/Sample_APE_File.zip"
zipfilename = open(url)
Zip::ZipFile.open(zipfilename) do |zipfile|
end