Basically, I don't think you can, at least not in the way I think you are wanting to do it.
Adding a dataset from a path is fairly poorly documented: Add layers and layer packages to a map—ArcGIS Pro | ArcGIS Desktop . The documentation simply says, "Type the path or URL to the dataset," and the examples they provide aren't much help because they cover a few simple, common situations.
Using the "add data from path" dialog or ArcPy Mapping functionality, you can add a CSV using a filesystem type of path, e.g., C:\temp\file.csv; however, accessing the same file using a URL type of path fails, e.g., file:///C:/temp/file.csv . So, loading CSVs into ArcGIS Pro from a path is supported, partially, it just has to be a filesystem path and not a URL. Where is this type of handy information documented? Well, sort of in the link that Dan supplies. The user is supposed to infer that CSV URLs are not supported while CSV files are because the former isn't listed under "Services" but the latter is listed under "Data stored in files."