piSignage players support various formats of content to be played. The content can be added as a file which is downloaded to the player and then played from the local media folder(supports offline operation). The content can also be added as a URL in which case content is played directly from the source (browser may cache the url content, This feature can be disabled under Group settings). In addition content such as boot-up video, welcome screen, custom layouts are also uploaded to the server under Assets tab.
This post explains what type of links are supported by piSignage. In all the cases you add the links under Assets tab as shown.