@Ashadeep Parida Thanks for posting your query on Microsoft Q&A.
Can you please elaborate on what do you mean by '3rd party URL'?
I would recommend going through the step-by-step tutorials for Azure Databox setup here:
-https://learn.microsoft.com/en-us/azure/databox/data-box-deploy-set-up
-https://learn.microsoft.com/en-us/azure/databox/data-box-quickstart-portal
Let me know in the comments which step you are stuck at or facing difficulties, and I can help.