Giving a URL to the TOpenFileDialog, the Execute method throws an exception:
OpenDialog1.Filename := 'http://www.osfi-bsif.gc.ca/app/DocRepository/1/eng/issues/terrorism/indstld_e.xls';
bResult := OpenDialog1.Execute;
But you are allowed to open files from a URL.
Delphi 5
TOpenDialog is just a wrapper for the windows function GetOpenFileName in comdlg32.dll.
function TOpenDialog.Execute(ParentWnd: HWND): Boolean;
begin
Result := DoExecute(@GetOpenFileName, ParentWnd);
end;
Unfortunately the documentation for this function isn't that great. But I'm pretty sure it doesn't support http.