All Usenet downloads must be downloaded using an .nzb file. This contains all of the content necessary to download the completed file you are looking for. The .nzb may be uploaded directly to TorBox, or you may provide a URL that TorBox can "grab" and get the .nzb file from. This requires the URL to point to a direct download containing the .nzb file.
If using an 3rd party integration, make sure that the URLs are accessible!