Hello Anoop Kumar,
Thank you for reaching out to us on the Microsoft Q&A forum.
Please click on the "T" icon next to the URL, then press "Enter" to automatically download the file. You don't need to manually copy the link.
We tested it on our end, and it's working fine. Please refer to the screenshot below.
Once you've downloaded the zip file from the lab instructions, right-click on the zip file and choose "Extract All."
If you are still facing any issue, please let us know in the comments and where you are encountering this error along with the screenshot for reference. We are glad to help you.
If the information is helpful, please Accept Answer and Upvote so that it would be helpful to community members.
Thank you.