The OpenNLP UIMA components use the UIMA DataResource_impl which appears to support URLs and files, but not loading from the classpath. Mind that the "classpath:" pseudo-protocol is not supported by Java out-of-the-box.
You have several options, I suppose.
1) instead of passing "http://"... you could use pass the URL you get as a result of a getClass().getResource("location/in/classpath") (maybe converting it to a string instead of directly passing the URL object) - this is the approach I would recommend if you want to use the UIMA wrappers from the OpenNLP project.
2) register your own url handler for the "classpath:" pseudo-location
3) use UIMA components from a collection which supports the "classpath:" location, e.g. the OpenNLP wrappers from DKPro Core [1]. There are some Groovy-based examples here [2]. Usually DKPro Core automatically loads a model depending on the language of your CAS (hence none of the example specifies a model location explicitly). But a location can be manually specified using PARAM_LOCATION.
Cheers,
-- Richard
[1]
http://dkpro-core-asl.googlecode.com
[2]
https://code.google.com/p/dkpro-core-asl/wiki/DKProGroovyCookbook
P.S.: I'm working on DKPro Core