Your sql statement would look something like:
$sql = "SELECT url FROM table_name ORDER BY url ASC";
then you would retrieve like this:
$result = mysql_query($sql) or die(mysql_error());
if (!$result) {
echo "No results found";
}
while ($row = mysql_fetch_array($result)) {
$url[] = $row['url'] //Adds each result row into an array
}
Then $url would hold an array of your url's.