Hi Dami,
Below is link to exercise instructions for Detect and correct fragmentation issues exercise you linked to:
You need to install some software on your local PC first as described in the setup guide.
In the exercise instructions it asks you to download the AdventureWorks2017.bak file. When you click on the link, after the page loads you need to click on the little download icon "Download raw file" in the upper right corner to download the file to your local PC.
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP