Java's URL class is extensible via custom URLStreamHandler factories. However, ClassGraph's URLClassLoaderHandler assumes that all URLs are file:// URLs.

for (final URL url : urls) {
    if (url != null) {
        classpathOrder.addClasspathEntry(url.toString(), classLoader, scanSpec, log);
    }
}

The more general approach would involve reading the contents using URL.openConnection() or URL.openStream(), which would reasonably return something resembling either ZipInputStream or JarInputStream.