When you download your file, don’t try to open with a double click. Your computer will likely open it with a text editor, and you will see it as a text file.
If you navigate to the folder where the file is, the icon for the file will probably that of your genealogy program, but it may be a generic icon.
You can also do a “get info” on the file, the file should have the right extension, that is “.ged” If the file is “.txt” you could try changing it, but I have never had to do this with a WikiTree gedcom. Please note that a gedcom file actually is a text file, but the extension has to be right.
So, after you download the file, start your genealogy program, create a new file, and import the gedcom into that file. It should go without any problems.