How do I download an excel file from a website?

I have been asked to create a new dashboard that requires an excel file from BLS (Bureau of Labor Statistics) that will be a recurring data pull (probably quarterly). I did this once manually and it was too cumbersome. Is there a web scraping library I should use to automate this? I’m brand new to python/anaconda so some of the terminology is still cloudy but I will try to keep up with your responses.
Also, any sample code would be greatly appreciated!