Problem importing audio

Hello all,
I am having a problem importing audio into audacity. I have already tried downloading the FFmpeg and it did not change anything.
I keep getting this message when I try to upload audio:
Audacity did not recognize the type of the file (file name). Try installing FFmpeg. For uncompressed files, also try File>Import>Raw data.
I’ve tried to use the import raw data and its just a bunch of static. :frowning:
I hope someone knows what to do here.
thank you

Where did the file come from?

What does this webpage say about the file?