The URLs are already downloaded, and are probably in urls.ini file, in the same folder where mirc.ini is located. The foldername can be seen with pasting this into any editbox:
If they are not in that filename, this should show where they were saved instead:
//echo -a $readini($mircini,files,urls)
The description shown in the URL window and the actual url are both on the same line of urls.ini, separated by "Url:", so if you want to see only the url portion, you echo them to the current window like:
//var %i 0 | while (%i < $url(0)) { inc %i | echo -a $url(%i) }