This is one of the most important design choices Redox makes. These three essential concepts are very entangled.
"Everything is a URL" is a generalization of "Everything is a file", allowing broader use of this unified interface for schemes.
These can be used for effectively modulating the system in a "non-patchworky" manner.
The term is rather misleading, since a URL is just the identifier of a scheme and a resource descriptor. So in that sense "Everything is a scheme, identified by a URL" is more accurate, but not very catchy.
You can think of URLs as segregated virtual file systems, which can be arbitrarily structured (they do not have to be tree-like) and arbitrarily defined by a program. Furthermore, "files" don't have to behave file-like! More on this later.
It opens up a lot of possibilities.
The idea of virtual file systems is not a new one. If you are on a Linux computer, you should try to
/proc, and see what's going on there.
Redox extends this concept to a much more powerful one.