Not sure that fmnet:/ prefix is needed for that web source. Also not sure if import directly from a URL is supported.
An easy workaround would be to use "Insert From URL" to stick the file in a container field. Then "Export field contents" to drop the file into a temporary path on your machine for import.
set variable $webpath = "http://www.sample.com/filename.csv"
Insert From URL $webpath into table::tempcontainer
set variable $temp = "file:" & get(temporarypath) & "filename.csv"
export field contents - table::tempcontainer to path $temp
Import File $temp
Thanks a lot!