This code will upload WordPress media from remote URL, This code is copy from http://www.wpexplorer.com/wordpress-featured-image-url/

wp-upload-image-remote-url.php

// Add Featured Image to Post
$image_url        = $items['vendor_image']; // Define the image URL here
$image_name       = basename( $image_url );
$upload_dir       = wp_upload_dir(); // Set upload folder
$image_data       = file_get_contents($image_url); // Get image data
$unique_file_name = wp_unique_filename( $upload_dir['path'], $image_name ); // Generate unique name
$filename         = basename( $unique_file_name ); // Create image file name

// Check folder permission and define file location
if( wp_mkdir_p( $upload_dir['path'] ) ) {
    $file = $upload_dir['path'] . '/' . $filename;
} else {
    $file = $upload_dir['basedir'] . '/' . $filename;
}

// Create the image  file on the server
file_put_contents( $file, $image_data );

// Check image file type
$wp_filetype = wp_check_filetype( $filename, null );

// Set attachment data
$attachment = array(
    'post_mime_type' => $wp_filetype['type'],
    'post_title'     => sanitize_file_name( $filename ),
    'post_content'   => '',
    'post_status'    => 'inherit'
);

// Create the attachment
$attach_id = wp_insert_attachment( $attachment, $file, $post_id );

// Include image.php
require_once(ABSPATH . 'wp-admin/includes/image.php');

// Define attachment metadata
$attach_data = wp_generate_attachment_metadata( $attach_id, $file );

// Assign metadata to attachment
wp_update_attachment_metadata( $attach_id, $attach_data );

// And finally assign featured image to post
set_post_thumbnail( $post_id, $attach_id );