Should this CAML be working. (I tried it with u2u and it does not display the URL column.) I get this error. {System.ApplicationException} = {"One or more field types are not installed properly. Go to the list settings page to delete these fields."}
<Where>
<Eq>
<FieldRef Name='URL' />
<Value Type='URL'>/path/HR Policy.docx</Value>
</Eq>
</Where>
The Following code is working after Sébastien Levert suggestion.
/path/HR Policy.docx