In order to add a file to a DocuSign Envelope, you need to specify the document bytes in the API request. It's not possible to simply specify the URL in the request and have DocuSign read the file automatically using the URL.
Using the REST API, there are a couple of ways to supply the document bytes in the Create Envelope API request -- the simpliest way is to include the base64-encoded byte stream in the documentBase64 property under the document object. See the REST API Guide for further details (https://10226ec94e53f4ca538f-0035e62ac0d194a46695a3b225d72cc8.ssl.cf2.rackcdn.com/rest-api-guide-v2.pdf).