How to query data from SharePoint Online list in Excel

I am trying to import data into Excel from a list on SharePoint Online. I am able to connect to the list using the standard data connections feature in Excel, which allows connection to various web services. However, when making a connection, all the rows in the list are loaded on a worksheet. I can see an option to remove unwanted columns, but I would like to import just some specific rows based on certain criteria; e.g. in terms of SQL, by using a 'where' condition.

Does anyone here know how I can send a query to extract just the rows and columns that I want from the SharePoint Online list? Thanks in advance!