Well, I eventually figured it out.
Turns out I can I can just select "URL" for the Data Source "Type". Then, I put the name of my server and the path to where my file is (excluding the filename, but ending in a "/") in the "URL base path". Under "Name", you can name it whatever you want - (this is not the name of the file.
Then, I create a query that uses my Data Source, and in the section where you can type stuff in, just put the name of the file. If the file is in the expected JSON format it should download the data when you press the "Execute" button. At least that how it worked for me.