In Excel, find the Data tab on the menu. In the Ribbon select Get Data. In the dropdown, select From Database and then From SQL Server Database. Specify server and database, open Advanced options. Here you can enter your query. Press OK and then Load in the next dialog.
I've never tried loading Excel through INSERT OPENROWSET, but I would expect that many stars need to be aligned for to work out.
If this is something you want to do on a regular basis, I would look for away to automate the steps for Excel through VBA.