I’m not sure if I understand what are you trying to do. It seems that you want to:
1. Create an URL field
2. Download an image from a remote host and push it to the WP media library
3. Set this image as a post featured image.
It is possible, but it’s not really an ACF-related issue.
You have to
1. use ACF hooks (or even a native WordPress save_post hook)
2. When a post gets saved you have to get remote image url (get_field('your_image_field', $postId))
3. Download the file from a remote server (for example with file_get_contents()), save it in a temporary location
4. Use wp_insert_attachment() in order to push it into the media library. There’s a code sample in the Codex: https://codex.wordpress.org/Function_Reference/wp_insert_attachment
Yes, I know it’s overcomplicated. But this is the only solution. WordPress images handling sucks so much…
