retrieve a data from external pages

Anonymous you can use this approach to get the raw CSV from the GitHub website without import the CSV into the Data Model, or including is a separate query.  The trick is to Buffer the table to prevent the query running multiple times against Github.  In the example there are 2 ways to lookup the country to find the Alpha-3 code:  (1) a table filter approach and (2) a table join approach.

let
    Source = Web.Contents("https://gist.github.com/radcliff/f09c0f88344a7fcef373/raw/2753c482ad091c54b1822288ad2e4811c021d8ec/wikipedia-iso-country-codes.csv"),
    #"Open Csv" = Csv.Document(Source),
    #"Promoted Headers" = Table.PromoteHeaders(#"Open Csv", [PromoteAllScalars=true]),
    #"Renamed Columns" = Table.RenameColumns(#"Promoted Headers",{{"English short name lower case", "Name"}}),
    #"Buffer Table" = #"Renamed Columns",
    #"Your Data Table" = Table.FromRows(Json.Document(Binary.Decompress(Binary.FromText("i45Wcs7IzElVitUBsvJz8nOTMhPBHPfUotzEvEql2FgA", BinaryEncoding.Base64), Compression.Deflate)), let _t = ((type nullable text) meta [Serialized.Text = true]) in type table [Country = _t]),
    #"Lookupup Approach" = Table.AddColumn(#"Your Data Table", "Country Code", each #"Buffer Table"{[Name=_[Country]]}[#"Alpha-3 code"]),
    #"Join Approach" = Table.NestedJoin(#"Lookupup Approach", {"Country"}, #"Buffer Table", {"Name"}, "Country Codes", JoinKind.LeftOuter),
    #"Expand Join Table" = Table.ExpandTableColumn(#"Join Approach", "Country Codes", {"Alpha-3 code"}, {"Alpha-3 code"})
in
    #"Expand Join Table"