There is no URL, sicne you're not downloading from a website or FTP server.
LW connects your computer with the computer(s) of the file(s) you're trying to download.
Here you can read about how P2P file sharing works:
http://en.wikipedia.org/wiki/Peer-to-peer

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"Never Argue With An Idiot. They Will Drag You Down To Their Level, Then Beat You With Experience"