Is it possible to add HTTP referer to Customers>Online Customers, in the admin area?
It should be possible. Before you get started though you may want to check your log_visitor_info table to determine if the data is worth adding. I've found that more often then not the data recorded is not very helpful.
Looking in: /app/code/core/Mage/Adminhtml/Block/Customer/Online/
The best way to handle this is to create a new module to override the core functionality.
Alternatively you can copy the files in that directory to: /app/code/local/Mage/Adminhtml/Block/Customer/Online/
After that though, you need to figure out how to get the data from the log_visitor_info table as I'm not entirely familiar with that process right now. The current row provided to the rendering classes contains the following fields:
You will need to modify Grid.php _prepareCollection function to pull in the additional data (notice that right now it's pulling the first 7 fields from the log_visitor_online table, then it adds the customer data with the call to $collection->addCustomerData()) and the _prepareColumns function to set up the grid columns. Then you'll just need to create a renderer for the new data.