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import com.groupdocs.conversion.Converter;
import com.groupdocs.conversion.exceptions.GroupDocsConversionException;
import com.groupdocs.conversion.options.convert.PdfConvertOptions;
import java.io.File;
import java.io.InputStream;
import java.net.URL;
...
String url = "https://github.com/groupdocs-conversion/GroupDocs.Conversion-for-Java/blob/master/Examples/Resources/SampleFiles/sample.docx?raw=true";
String outputFile = "c:\\output\\converted.pdf";

try {
    InputStream stream = new URL(url).openStream();
    Converter converter = new Converter(stream);
    PdfConvertOptions options = new PdfConvertOptions();
    converter.convert(outputFile, options);

}catch(Exception e){
    throw new GroupDocsConversionException(e.getMessage());
}