what you have seen in the tutorial is the VirtualPage page type. However, what a virtual page does is to use an existing Silverstripe page, not a page of another system. This is useful e.g. if you have a large site and you want to link to the same content from different places (so you can link to the same page from another navigation or sub navigation level, etc...). The url is different from the original page, but the content is the same.
Another page type is the Redirector page type but this one only redirects to another page, either a Silverstripe page or an external page. The url changes to the url of the original page (it's really just like a link to another page in your navigation).
Both VirtualPage and Redirector are standard page types that come with the Silverstripe CMS.
But I guess that what you are looking for is probably different. It should not be too difficult to create a new page type that just loads the content from a defined url into the Silverstripe content and keeps the Silverstripe navigation, etc, but I imagine that in most cases this is not very practical and different style sheets etc could easily break the design. You would probably have to parse the data of the external page and remove the header, html and body tags, style sheets and possibly some other tags to get a clean result. I could also imagine that a page that loads content from another url is slower than a real Silverstripe page.
If you want to create that page type you may want to look at some PHP functions, e.g. [url=http://www.php.net/manual/en/function.file-get-contents.php]file_get_contents[/url] or [url=http://www.php.net/manual/en/function.http-get-request-body.php]http_get_request_body[/url], just to get you started.