AFAIK there is no way to capture the complete URL because the HTTP protocol happens inside an encrypted tunnel.
However it is possible to know the domain name because someone who can sniff your traffic (ISP, etc) can know which IPs you are connecting to and can also listen to your DNS - most DNS is cleartext, but there are ways to protect it.
If you want maximum privacy then use an SSH tunnel or a VPN.
For example, given this URL:
https://lebgeeks.com/forums/viewtopic.php?pid=175440#p175440
It is possible (but not guaranteed) to get this part by spying on your connection:
lebgeeks.com
But not this part because it is handled by HTTP (HTTP GET request) which will be encrypted:
/forums/viewtopic.php?pid=175440#p175440