I'm sorry I'm not sure I understand exactly your problem.
What do you call a HTTP file?
Is it a file that is currently on a remote server? In that case you can connect to it to create a dataset, then sync it to HDFS.
Is it a file that currently is on your local computer? In that case, I guess because of its size the upload does not work and you should try scp ing the file directly on the server, then creating a filesystem dataset pointing to that file.