how to load a image from web in java
URL url = new URL("http://host/theimage.jpg");
URLConnection conn = url.openConnection();
InputStream in = conn.getInputStream();
is that enough to start you? Don't know what you want to do from there.
You can load an image using
BufferedImage img = ImageIO.read(new URL("http://stackoverflow.com/content/img/so/logo.png"));
For methods how to display the loaded image, see the Sun "Working with images" tutorial.