I think you will need to use the filename(), fopen(), fread(), fget() functions, and check return codes.
Here is an example:
data urls;
input url:$100.;
datalines;
http://support.sas.com/techsup/
http://support.sas.com/techsup/service_intro.html
http://support.sas.com/techsup/
;
run;
data want;
set urls;
length text $ 10;
rc1=filename('urlref',url,'URL','lrecl=3200');
if rc1=0;
fid=fopen('urlref','S');
if fid~=0;
rc2=fread(fid);/*reading 1 line*/
if rc2=0;
rc3=fget(fid, text, 10);/*reading 10 characters*/
rc4=fclose(fid);
putlog rc1= fid= rc2= rc3= text= rc4= _ERROR_=;
run;