import urllib.request, urllib.error, urllib.parse
from openpyxl import load_workbook
import io
data = urllib.request.urlopen(
    'https://content.potatocompany.com/workspaces/PotatoTeam/Shared Documents/XYZ errors/XYZ Errors_Confirm.xlsx'
    )
xlsx = data.read()
wb = load_workbook(io.StringIO(xlsx))
Read xlsx stored on sharepoint location with openpyxl in python?