Currently I do not see a way within Additional Options.. area to Upload File from a URL.
This is a different option than Upload File from your Computer. With this option you can upload and only upload files from your PC.
With the Upload File from a URL you can select an image url being hosted on another web page, paste the path to the image in the box, select the Upload File from a URL button and now the image is actually uploaded from that url and no need to save to your PC, and then upload.
If not, please move this to Feature Request area.
Moved to Feature Requests ;)
Well, now I should modify it and add this would be a nice feature. ;) Thank you!