Please note that by default Sitefinity indexes the documents which are uploaded to Sitefinity and currently there is not an out of the box functionality to add external content to the search index.
You may refer to the following article
from our documentation for more details on how you can index external content.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items