"Pick up the link"? What exactly do you mean?
If I understand you correctly the "
Add New from URL(s)" window does something like that -- not sure to which extent though. Meaning, you can have a bunch of text with your URLs in your clipboard and it should be able to automatically filter out story URLs (it fills them automatically in as soon as you open the window, I think).
Alternatively there's the "Get Story URLs to Download from Webpage" button which you could try -- which won't work in all circumstances though.