As others have said, I'd try and include some of the test files with your distribution or add a second place to get them in case of busy servers. However, you are still best skipping tests where you cannot perform the test rather than failing to generate a Makefile since the person installing will not be able to install even if it would have worked.

I'm not smoke testing currently but I was until a few weeks ago. A number of distributions I tested which required HTTP access failed because they paid no attention to my http_proxy environment variable and hence could not get HTTP to work e.g., they did not call env_proxy in LWP.