Hi Taras,
If you have a developer on staff or at your Microsoft partner, this can be done by adding javascript to the form's "Code Editor" (see here for more on the Code Editor: http://help.clickdimensions.com/form-code-editor/)
You would add a hidden field to the form to capture the page's URL, and use javascript to get the URL the visitor is on, and place this value in the hidden field. A similar example of getting information from part of a URL is described in this blog post (though in the blog, we are just showing how to get parts of the URL into a hidden field):
http://blog.clickdimensions.com/2014/06/pre-fill-forms-from-links-or-webpages.html