Looks like you maybe selected a shortcut to the file, rather than the file itself. It's saying it can find any data in the file. (It doesn't follow shortcuts to the file itself.) Try finding the file itself (not the shortcut) and dragging it over and dropping on there. If that still gives the same problem, then the file is empty or something due to download issues. Try downloading again and then try importing again.
Looks like you maybe selected a shortcut to the file, rather than the file itself. It's saying it can find any data in the file. (It doesn't follow shortcuts to the file itself.) Try finding the file itself (not the shortcut) and dragging it over and dropping on there. If that still gives the same problem, then the file is empty or something due to download issues. Try downloading again and then try importing again.