Import Data from an Excel sheet in SharePoint

Hello guys!

Could you help me connecting to a spreadsheet in SharePoint Online?

Here are the steps I'm following:

1 - Get data from web

2 - Paste the URL as follows:

     https://XXXXX.sharepoint.com/sites/XXXXX/_layouts/15/WopiFrame.aspx?sourcedoc=%7B00943100-b4ff-484a-b95c-c92da51f852e%7D&action=default

3 - I got the below error:

     "Unable to connect: We encountered an error while trying to connect. Details: URL is invalid."

- In the first time trying to connect, it was asked to start the session with SharePoint, and it was ok;

- I have access to Sharepoint, both published site and spreadsheet

- If I try to open this URL in a new tab in Browser, it opens normally

- I tried to remove "&action=default" from URL, but I got the same problem

- I also tried to connect using bothlinks "to view" and "to edit", provided by SharePoint when you click "..." at the right side of the the file

What I'm doing wrong?

Thanks!