It works for me by following this method.
1) Open a blank sheet
2) Go to Data-> From Web
3) I add the link and click GO. It returns me the below

4). I choose Basic option and enter URL and click OK
5). I get the following screen

6). I Choose the second option that is Table. As per my experience data desired by us is contained in Tables.

7). I click Load button to get the data, which loads on web page correctly.

HTH
A). If you choose Advanced option in step 3 then we will get the following dialog box. In this box in upper part we can add a URL by its constituent parts. For example http://community.powerbi.com/t5/Desktop/How-to-setting-a-dynamic-URL-connection/td-p/57072
has been shown entered into its constituent parts in the snapshot shown below. Further details to set a dynamic URL connection can be referred in linked document.
B). In the lower part of the dialog box there is a drop down to select HTTP Request Header Parameters like
Accept Required. Set this to application/json.
Accept-Encoding Optional. Supported encodings are gzip and deflate.
Authorization Required. See authentication.
Connection Optional. It is recommended that Keep-Alive be enabled.
Content-Length Optional. It is recommended taht the request body length be specified when known.
etc....
Further details can referred Query Management HTTP Request
HTTP Request Header Parameters setting for various applications like
Enter data directly into Power BI Desktop
Connect to Excel in Power BI Desktop
Analysis Services multidimensional data in Power BI Desktop
Connect to CSV files in Power BI Desktop
Connect to a Google BigQuery database in Power BI Desktop
Connect to an Impala database in Power BI Desktop
Connect to an OData feed in Power BI Desktop
etc.. can be referred to power-bi/desktop-connect-excel
Edit:
Regarding OP's comment whether same Excel file can run on another PC, my opinion is it is not possible. When try to copy file to temporary storage for transfer, we get a warning that this file can not be copied to new location with its properties. Are you sure you want to copy without its properties. Please see this warning snap shot.

As such it seems that the same query may not work in a new location. New query has to be created for that location.