To add content to your lesson from a URL, log in as an administrator or an instructor and navigate to the course dashboard. This will allow you to add new content (1) and more specifically, add a new unit (2).
Choose the option "URL" for the source of the unit (3), which will display an input field for you to paste your URL along with a button with two options - embed or parse (4).
Paste your URL, which can be whatever you want - such as a Youtube video or a Wikipedia link... If the URL you posted is a video URL then the video will be put into the content of your unit.
In case your URL is a webpage link you may choose to either embed the page, which will result in an embed content as if you were using an iFrame.
Otherwise, parse which will parse your URL to extract all page content and inject it into the content of your unit.