Well. You could add a textbox to the layout and, instead of putting down an URL, tell "Load Image from URL" to load the image from the URL entered by the user inside that textbox. In short: Instead of an URL, you would simply write down "Textbox.Text".
However, a better way to load sprites may be the drag and drop behaviour introduced with this plugin:
scirra.com/forum/plugin-dragndrop-zone_topic58578.html
I was facing a similar problem (I needed this for several sprite based editors inside my point and click adventure engine) when lemo was kind enough to tell me about it.
sogen
MySQL is for databases. It wouldn't make sense to query a single image through a database (except if you wanted to make an MMORPG/graphical MUD and save several characters' outfits on a server). AJAX is what you're looking for, which essentially is what the Load Image from URL object is mimicing.