How to make a copy when someone share me the link for the file in One drive

Hey guys, anyone know how to make a copy for a file shared in one drive. The problem now is that I only got the link but not the file. When I clicked the link, it will straight away open the excel the file, the only way I can do is save to local computer from there. But I would like to make a copy and save it to my one drive. 

Thank you.