The current available options for connecting to web hosted data is with a WDC (Web Data Connector) as mentioned above. There are other options for hosting data besides a web page if this is a data source that you control.
One option would be to host them as a Google Sheet and then connect to the data source there.
Or another option would be to use the Box connector.
Of course there is also Tableau Online or Tableau Server if you want more ability for control and sharing of Vizzes and data sources.
Again these would be solutions for if the steward of the data sources are in the organization.
Hope this helps!