Using a URL means PHP is going to make an HTTP request to a webserver, so the data it receives is going to be no different than if you typed the same URL into your browser and viewed the source of the resulting page.
Using a file path, PHP instead looks for a file on the local file system of the server.
For a long analogy, consider yourself sitting in your living room and deciding you're thirsty and want a soda from the kitchen. So to get there, you go out your front door, walk around your house, knock on your front door, enter your house, head straight to the kitchen, retrieve the soda, exit once again through the front door, walk around your house in the opposite direction, re-enter through the front door, and then sit down again in your living room with the soda. That's essentially what you're telling PHP to do when you use a URL rather than a file path.