It seems clear that you want to:
1. create an Array or List to hold strings: string[], or List<string>.
2. pass in some string to a validation function that makes sure it is not null, not only whitespace, etc., and then insert the new string into the array or list after checking if it does not already match an existing string in the List or Array.
It can be this simple:
private List<string> urlList;
private void Form1_Load(object sender, EventArgs e)
{
urlList = new List<string>() {"0", "1", "2", "3", "4"};
}
private void AddURL(string theURL)
{
// this will handle string is null, empty, or all white space
if (String.IsNullOrWhiteSpace()) return;
// prevent duplication
if (urlList.Contains(theURL)) return;
urlList.Add(theURL);
}