A GEDCOM is mainly for exchanging family tree information between programs.
You only need to download a GEDCOM from WikiTree if you are planning to use the data somewhere else.
If you have a GEDCOM from a source other than WikiTree, you can use GEDcompare to transfer new data from the GEDCOM into WikiTree.
It is likely that you are getting the red banner because you downloaded a GEDCOM from WikiTree, and then uploaded that into GEDcompare. Since the GEDCOM came from WikiTree, there is no new data in it, so there is no reason to use GEDcompare.