In addition to browsing for a local folder or zip file with the "Add library..." menu item, you should be able to enter a URL of an online zip file. The IDE should then download and install this library.
This is an interim function on the way to a full-blown online library repository and an IDE interface for managing libraries (as in Processing 2.0).
You can test the feature pulling branch https://github.com/arduino/Arduino/tree/ide-1.5.x-import-library-from-url
We have lib manager. No need for this any more