How do I convert API files to CSV to be read on Excel?

I received the API code, and downloaded the appropriate files for my location. However, upon completing the download, the files are read as 0 bytes. I assume this is because File Explorer is having trouble reading such a large file even after extraction. If there are other reasons I would appreciate input.

So is there any way to read these files on Excel? Is there a string of code I could use this with on Python to break down the files into more readable formats.

I believe that Microsoft Excel has a 1 million line limit so the files would have to be split into those increments.

I appreciate all help and input.