Lookup for data in Onedrive excel file

Question

Hi,

I use Office Professional Pro Plus 2021 Version 2209.
I've been convinced, that it is possible to lookup data in an excel file on onedrive to access data in a powerquery without syncing it to a local hdd, hence without using a local path instead of the cloud data directly.
There are a few instructions to add the files with adding them by GET AND TRANSFORM DATA >> FROM WEB

There are relevant files on OneDrive which I can access with a web path like "https://onedrive.live.com/**********=file%2cxlsx"
respectively a path got from the desktop app app like "https://d.docs.live.net/********.xlsx".

I tried to lookup data from an excel file on onedrive via both paths, but neither one allow me actually to access it.

As autorization method I've been told to use "Windows", see below (Screenshots with German version)

But with the link from the desktop app I get a message "connection is not possible" as you can see below

If I try to use the web-Link, it obviously tries to feed html content which I can't use, see below.

A solution for that is highly appreciated. Thanks in advance.

Cheers,
Martin