Next to using FTP, there are many ways to achieve it, but in all cases you'll have to download them (your browser also has to download every image you look at).
How you exactly do this, is up to you, since you want to program it.
Another way would be to download things with the HTTP class and save them directly in memory and use loadFromMemory to access it, here you'd skip the writing and reading part to and from the HDD, it might increase the memory usage though.