I know that SPARQL's 'from' and 'from named' clauses can be used to specify RDF datasets, and I have had luck using them within triplestore repositories to refer to named graphs that are loaded into those repositories. However, an example in section 13.2.3 of the SPARQL 1.1 spec seems to indicate that you can specify remote files to query against using 'from' or 'from named'. Sure enough, I have had luck doing this with ARQ. You can use 'from named' and point to an RDF file hosted on the web and query against it using this tool. However, I don't seem to get this functionality when using triplestores. Is this to be expected? Has anyone else used 'from' / 'from named' for something like this?
Most RDF DBMS ("triple-stores") and SPARQL processors do not use the URL(s) you put in the FROM or FROM NAMED clause(s) to retrieve (a) file(s) from the Web and read its/their contents. Instead, you usually have a database into which you previously loaded some RDF data, and the FROM [NAMED] clause in your query is used to identify a subset of that data (commonly referred to as a "named graph").
That said, Virtuoso (from my employer, OpenLink Software) has a few ways to retrieve/dereference and load (either persistently or transiently) on the fly. For instance, see Enhancements the Virtuoso Sponger brings to SPARQL.
Other SPARQL processors and/or triple-stores may provide similar functionality, usually by implementation-specific means, but this is not currently part of standard SPARQL 1.1, your interpretation of §13.2.3 notwithstanding.