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You can do this via a custom function. There are various examples of how to do this online, such as this one. What I would do:
- Create a parameter and set it to the URL of one of the sample files
- Create a new web query, and when prompted set the URL to the parameter you created in the previous step
- Do whatever processing you plan to do for all the files against this sample file
- Right-click on this sample query and generate a function from it
- Import the table of file URLs
- Click Add Column -> Invoke Custom Function. Choose the function you created above, and pass it the column that contains the file URL
- Expand the resulting column