The custom column picklist configuration expects a JSON response from the URL. I list two example responses that would be valid below:

 [{ "id": 1, "name": "Jim" }, { "id": 3, "name": "Sam" } ]

["Jim", "Sam"]

This feature (custom column picklist) was designed to integrate with other applications. We don't currently have official instructions for users on how to host their own JSON responses.

However, if you are able to host a text file somewhere that you can link to. The JSON can just be in a text file.

There are also appear to be some services available that can host the JSON. For example, a google search shows services such as  https://jsonbin.io. 

To add this picklist created to Gantter.  Please open your Project properties menu. On the last tab on the right of the menu you will open Columns. Under Custom Column click the drop down menu and select “Picklist.” Press “Config” and  Paste your Access URL code from JSONbin and Save on Gantter.