I think you may be too vague...
Can you give a context?
My thought, if I am understanding correctly, is this is a bad idea.
If this is your own internal server, map a drive letter to the server or have your IT people do so. If this is live off the internet, and it is your image, it is still a bad idea even if the image has sufficient resolution for your purpose. I have no idea if ID can even do this because I would have never (and have never) tried to link to a file using http. If this isn't your image on the Internet, it is a bad idea for all sorts of reasons.
Take care, Mike
After a couple of day breaking my head, I got some click to make it possible but this is a third party plugin which can achive this for us.
But again since this a close source plugin we could not automate our process through scripting to do so.
I'd appriciate the open thought on this please.
I would be very caerful, for many a corrupt InDesign file is caused by placing images directly from the Internet into a layout. Thus you researching third-party solutioins is very wise.
What is the final purpose of your layout? (print, interactive, html)
If you are just working over your server, internally, then research DAM (Digital Asset Management) solutions.