If I understood well the link you can provide as input for a data source for the QnA maker has to be a ‘public’ one. This means that you can’t have a link to for example a folder on Sharepoint (or even a file on Sharepoint)? So what do I do in that case if I want to make a knowledge base based on lots of information on Sharepoint?
Per the the documentation on QnAMaker, they currently do not support authenticated data sources, such as those on SharePoint. The only way to use documents from SharePoint as knowledge-base data is to download the files manually from SharePoint, and then use QnAMaker's file-upload option to extract the question-answer pairs.
Bear in mind, the files must be in the supported format of .tsv, .pdf, .doc, .docx, or .xlsx. Also, as you've stated 'lots of information', QnAMaker does limit how many documents you can add to the free tier: 3 documents, up to 1MB per. The standard tier, which is $10/month, allows for unlimited documents.
Hope this helps!