I know there's the download but have a look at that topic, the easiest solution so far is to use an external API with import.io.
I'm coming from the excel world where you input a url in Powerquery, it scans the page, identify the tables in it, ask you which one you want to retrieve and get it for you. This takes a copy and paste and 2 clics.
Wouldn't it be gfreat to have something similar in Altery?
Now if it also supported authentication you'd be my heroes 😉
http://community.alteryx.com/t5/Data-Sources/Extract-a-table-from-Wikipedia/m-p/14531/highlight/fals...
Thanks
Tibo