Your internet connection might possibly be the issue. If Excel says the file is corrupted, then the downloading was done in an unsafe manner.
1) Make a copy of the URL for the download, and then try opening it in a different web browser.
2) Make a copy of the download URL and try to download it again with a different internet connection.
In case you are using the internet at work, chances are your connection will be restricted for downloading; you should turn-off wi-fi and use the cellular internet connection on your personal mobile phone.