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It's closely related to the concept of Feelies, though that's more of a supertrope.
That or there's a trope I can't seem to find that is Copy Protection for puzzles where the answer was a word from a specific place in the manual. Sierra games were most famous for it. Don't have the manual, can't get past the puzzle to finish the game.
Or Star Tropics with its paper to dunk in water. Sounds like an anti-piracy maneuver, except it wouldn't work as the site would be available to everybody. What's the intention, or likely intention, of this game mechanc? I've never encountered such a thing.
It could be an anti-piracy maneuver that understands you might loose the manual. I think it's Star Tropics that they made a digital version of the paper when they put the game on Virtual Console, and you click it to "dunk" it. That could put it into Guide Dang It! territory.

(Rough explanation how this trope should work)
So... you have a game.
You get to some point, having no idea what to do, only with a web address in-game.
You decide to check out the address... and to your surprise, there IS a site there. It has either some hints to how beat that part of the game or something other that's crucial. You beat that riddle or whatever, then you go further... and there are more things that need checking external sources (ie. outside the game).
(Why this trope? I remember reading about game that was described as such, I think. For Pete's sake I can't remember its name, though. I think it was a detective-like game, or something.)