You can't. The GJ Photos integration doesn't allow for linked media. It only allows for uploaded media. It's designed to work exclusively with PHP tmp file uploads. It doesn't have any functionality for feeding it a URL and having it download the file to create a photo. You'll have to use CB Gallery powered GJ media galleries if you want linked media. CB Gallery integrations with GJ using the system actions in CB Auto Actions > System Actions. It can effectively replace 3 GJ integrations (photos, files, and videos).