Playing a third-party audiofile through iTunes

I downloaded an audiobook file from iAmplify and thought it would be a breeze to start listening, but I'm missing something. Can't get through to their tech support either! (Note to self: don't order from them again!)

The downloaded file is on my desktop but carries an icon that makes it look like an Excel file. There is no filename extension on it.

I want to add it to my iTunes library so I can hear it. Can't drag and drop. Tried to "apply" iTunes to it as the application of choice, but that's not doing anything either.

How can I get this audiofile to play on my computer? And how do I move it to iTunes? Thanks in advance for your help!