First, make sure to put your endpoint in your remote settings so that Salesforce allows the callout. Then here is some code for a very simple POC I did for the same thing! My endpoint also was a direct link to download the CSV, using it like this as a GET allowed me to parse the CSV and use for record data.

HttpRequest req = new HttpRequest();
req.setHeader('Content-Type', 'application/csv');   
// test CSV has been uploaded and exposed here
req.setEndpoint('your-endpoint-here-as-string');
req.setMethod('GET');
req.setTimeout(60000); 

Http h = new Http();
HttpResponse res = h.send(req);
System.debug('res: ' + res.getBody());
Blob csvBlob = res.getBodyAsBlob(); 
String csvString = csvBlob.toString();

String[] csvLines = csvString.split('\n');
System.debug('csvLines: ' + csvLines);

List<Lead> leads = new List<Lead>();

for(String line : csvLines) {
    System.debug('line: ' + line);
    Lead l = new Lead();
    String[] csvRecordData = line.split(',');
    //csvRecordData[0] != null ? l.id = csvRecordData[0] : null;
    l.firstName = csvRecordData[1];
    l.lastName = csvRecordData[2];
    l.email = csvRecordData[3];
    l.status = csvRecordData[4];
    l.phone = csvRecordData[5];
    l.leadSource = csvRecordData[6];
    l.company = 'testCo';   // forgot to add this col to csv
    leads.add(l);
}

if(!leads.isEmpty()) {
    leads.remove(0);    // first line of CSV is just headers, not a valid lead
    System.debug('leads: ' + leads);
    insert leads;
}