Look at the examples on how to access other content. If I understand your question correctly, you want to display an external source in an iframe. You can do that using:
(from the example page)
$(".iframe").colorbox({iframe:true});
<p><a class='iframe' href="http://google.com">Outside webpage (IFrame)</a></p>
Update: if what you want is to have something like the code above appear on the page when you enter a url, then I suggest that you use parameters or url rewriting to accomplish it. The idea would be that your url would include the page to load in the iframe and on the server you would extract this and use it to construct something like the code above on your page.
http://www.example.com/main?load=about.htm
or using something like MVC, you might have:
http://www.example.com/main/about
Which would invoke the about action on the main controller. This would render a view that contains the code injecting the "about.htm" content file into the iframe.