Cannot insert remote .jpgs from remote site

I am trying to insert a picture from a remote website. My macro works with local files, but not remote files. Are they handled differently? I've verified the remote file is accessible with other tools, like paint.

Sub add_pic()
    Dim name As String
        
    name = "c:\users\Laura\documents\linescale\LS Pic 1.jpg"
    ' Both of these work
    ActiveSheet.Pictures.Insert (name)
    Call ActiveSheet.Shapes.AddPicture(name, False, True, 100, 100, 70, 70)

    
    name = "http://linescale.com/spreadsheets/Forest.jpg"
    ' This returns message "Insert message of picture class failed"
    'ActiveSheet.Pictures.Insert (name)
    ' This returns message "The specified file was not found"
    Call ActiveSheet.Shapes.AddPicture(name, False, True, 100, 100, 70, 70)
 
End Sub