You mean:
<?php
include "http://www.sample.com/wp-load.php";
This setting is disabled/not allowed by default in most web servers (php.ini) so you can not use the include to include the files from a remote address for security reasons.
If you still want to allow inclusion of remote files, the directive allow_url_include must be set toOn(or 1) inphp.ini`.
But again it is a bad practice, in a security-oriented point of view. Often it is generally disabled.
Alternative is to use the feed. Parse the feed of the WordPress installation and use the content from this part. A another alternative is the XMLRPC surface, but the feed is easy to use and have all content parts.