To use "Excel dynamic query", you must install an Add-In for Excel.
If you have already installed it on your computer, press: Continue
To install Add-In add-in press:: Instructions and Download
For more information on Office add-ins, see the following link: https://docs.microsoft.com/es-es/office/dev/add-ins/
For more information about adding or removing Office add-ins, see the following link: https://support.microsoft.com/es-es/office/agregar-o-quitar-complementos-en-excel