I want to know, what is the exact URL that iTunes connects to the iTunes store from within the application
There's a number of ports and servers that might be in play. The following document might be of some help (see the 3. Configure your security software section):
AND if it's possible to have the default action when a device is connected to not check for software updates or connect to the store.....
Depending on how the iTunes deployment is being managed, the following document might be of some help: