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!

Is it possible for you to share the link from where you are asked to download the excel.
Because I am assuming they even if you are successful to make it possible then they might have some limit which once exceeded then you won’t be able to download it again.
Please See, I am also new to this.
But I want to explore more into automating the things (just like yours)
Once I saw the name of the book “automating the boring stuff using python”, have not read it yet but then it made me think what are the things which can be automated using python.
let me know if you also want to connect on github.
message me.