adding uri/url load_data user docs, better error message on bad path

docs/cubeviz/import_data.rst

@@ -213,3 +213,11 @@ For more details on the API, please see
 :py:meth:`~jdaviz.core.helpers.ImageConfigHelper.load_regions_from_file`
 and :py:meth:`~jdaviz.core.helpers.ImageConfigHelper.load_regions` methods
 in Cubeviz.
+
+Loading from a URL or URI
+-------------------------
+
+.. seealso::
+
+    :ref:`Load from URL or URI <load-data-uri>`
+        Imviz documentation describing load from URI/URL.

docs/imviz/import_data.rst

@@ -139,6 +139,34 @@ data entries into the viewer until after the parsing is complete::
     imviz.show()
 
 
+.. _load-data-uri:
+
+Load data from a URI or URL
+---------------------------
+
+The examples above import data from a local file path, and also support loading remote
+data from a URL or URI with :meth:`~jdaviz.core.helpers.ConfigHelper.load_data`.
+URL. If the input is a string with a MAST URI, the file will be retrieved via
+astroquery's `~astroquery.mast.ObservationsClass.download_file`. If the
+input string is a URL, it will be retrieved via astropy with
+`~astropy.utils.data.download_file`. Both methods support a
+``cache`` argument, which will store the file locally. Cached downloads via astropy
+are placed in the `astropy cache <https://docs.astropy.org/en/stable/utils/data.html>`_,
+and URIs retrieved via astroquery can be saved to a path of your choice with
+``local_path``::
+
+    from jdaviz import Imviz
+
+    uri = "mast:JWST/product/jw01345-o001_t021_nircam_clear-f200w_i2d.fits"
+    cache = True
+
+    # store the retrieved file in the current working directory:
+    local_path = "jw01345-o001_t021_nircam_clear-f200w_i2d.fits"
+
+    imviz = Imviz()
+    imviz.load_data(uri, cache=cache, local_path=local_path)
+    imviz.show()
+
 Importing catalogs via the API
 ==============================
 

docs/specviz/import_data.rst

@@ -155,3 +155,11 @@ The :py:meth:`~jdaviz.configs.specviz.helper.Specviz.load_data` method also take
 an optional keyword argument ``concat_by_file``. When set to ``True``, the spectra
 loaded in the :class:`~specutils.SpectrumList` will be concatenated together into one
 combined spectrum per loaded file, which may be useful for MIRI observations, for example.
+
+Loading from a URL or URI
+-------------------------
+
+.. seealso::
+
+    :ref:`Load from URL or URI <load-data-uri>`
+        Imviz documentation describing load from URI/URL.

docs/specviz2d/import_data.rst

@@ -74,3 +74,11 @@ the spectrum to be horizontal:
 .. code-block:: python
 
     specviz2d.load_data(filename, ext=7, transpose=True)
+
+Loading from a URL or URI
+-------------------------
+
+.. seealso::
+
+    :ref:`Load from URL or URI <load-data-uri>`
+        Imviz documentation describing load from URI/URL.

jdaviz/utils.py

@@ -448,6 +448,11 @@ def download_uri_to_path(possible_uri, cache=False, local_path=None):
     elif parsed_uri.scheme.lower() in ['http', 'https', 'ftp']:
         return download_file(possible_uri, cache=cache)
 
+    elif parsed_uri.scheme == '':
+        raise ValueError(f"The data to load '{possible_uri}' cannot be parse as a "
+                         f"URL or URI, and no existing local file is available "
+                         f"at this path.")
+
     else:
         raise ValueError(f"URI {possible_uri} with scheme {parsed_uri.scheme} is not "
                          f"currently supported.")