Hello kushalroger,
Import from URL requires that the server implements a REST API to do authentication and provide the correct configuration file to the user. OpenVPN Access Server for example implements this API. OpenVPN GUI open source client also supports this import process, the API is documented publicly.
You can't import directly from just a straight URL like
https://yourserver.com/filehere.ovpn - that would be unsafe and also does not allow multiple different profiles to be imported based on your user credentials.
In your case you'd open the URL in a web browser, save the file, and then do import from file.
Kind regards,
Johan