Generally websites supports specific set of their pages to be loaded in an Iframe. Not every webpage from a website can be loaded in an Iframe.
Website's server will send a HTTP response header 'X-Frame-Options' for the URL requested, with a set of values to indicate whether to block the frame from loading in Iframe or block loading If origin of the requesting page is different.
If X-Frame-Options: DENY header is sent from website's server, It means corresponding URL, cannot be loaded in an Iframe.
Coming to your use-case, BBC website does not support the URL you are trying, to load in an Iframe. Hence you might be facing the "bbc.co.uk refused to connect" issue.
Please try with a different URL, that supports Iframe and create am Iframe widget in custom dashboard. You can properly see that webpage content, in custom dashboard itself. Sample webpage.
Vishnu Ranjan N,