Error message from import attempt

I have copied and dragged new content into Audacity with the following results; Audacity did not recognize the type of file’C:\users\lee evans\Desktop\exclusive Royalty Free Music For-Audiojungle by Royalty Free Music-Free listening on sound cloud.url’.
try installing FFmpeg for uncompressed Files, also try File>Import>Raw Data. What’s next?

Install the optional FFmpeg library.