Yes, Java has excellent built-in support for networking.
You can use the following code to download the image:
try {
// Create a URL for the image's location
URL url = new URL("http://your-host.com/your-image.gif");
// Get the image
java.awt.Image image = java.awt.Toolkit.getDefaultToolkit().getDefaultToolkit().createImage(url);
} catch (MalformedURLException e) {
} catch (IOException e) {
}