The path to your assets will vary based on where you are calling for those assets. For example, when referencing a background img URL in a CSS file, this path is relative to the location of the CSS file. Contrast this with asset calls inside page content – which are relative to the published page location… or an asset call inside a template, etc.
The location from which you request the asset will vary.
You may be forced to use a full absolute URL to the assets. As long as you know that path, simply use the full http://assets.site.com/folder/file.ext