Hello @steve.thouseau
You don’t mention, in your post, if you have gone through the API key registration process - that would be, in my view, the first requirement - this link is from the streaming api - however, it does broadly cover both api & streaming api and gives you an overview of the requirement;
Streaming API: (company-information.service.gov.uk)
This post may also help you with initial steps;
API for Excel - Wrong Credentials?
The post from @voracityemail is the part I recommend – initial steps to prove your credentials work by using cURL.
I can’t really help you with a direct connection for excel, but with cURL you can output the data capture to a text file - then with Excel, if your version of Excel is 2016 or above, pass it through an Excel Data Query to parse the JSON into columns – then you should be able to use the data.
Hope it helps – regards.