If you want to view the url directly in videoview, use like this:
VideoView mVideoView;
MediaController mcon;
String videourl="http://ww.abc.com/a";
mVideoView = (VideoView) findViewById(R.id.videoview);
mVideoView.setVideoURI(Uri.parse(videourl));
mVideoView.start();
If you want to download videos from url and save in sd card, better use webview
and
WeViewClient
handles the url. See this tutorial
http://androidtrainningcenter.blogspot.in/2013/11/download-file-videoaudiotext-through.html