you can do this for different domains/IP addresses, but not for URLs. For example...
https://www.a.com/ and https://www.b.com/ can be configured such that a goes over the VPN and b does not.
However, https://www.a.com/page1 and https://www.a.com/page2 are both on the same domain, so they cannot be distinguished at the router level -- this must be done at the application layer.
To achieve the scenario described with a and b, look at Policy Based Routing.