Hello Sana,
The point over here which I wanted to explain here is, if you simply maintain message type, then it does not get any URL from where to fetch the payload. So what you need to do is, from the client side, you will get the external definition (lets suppose in the form of XSD). This XSD will also contain the url of the source client. Hence once you import the xsd and use the same in message mapping at source side as external definition, then PI channel will start fetching data from the URL provided in the XSD/Ext. Definition.
Hope this makes clear.
Regards,
Souvik