I assume it was created through a windows app. Do I have to convert it? If so, how?
What steps are you taking to open it, and what exactly happens when you take those steps? What is the file extension of the problem file?
A proper .xls or .xlsx file should open if you go File > Open …, and navigate to it. If it will not open when you click it it is because you have not associated the file extension .xls or .xlsx with LO.
You can use zamzar.com to convert the file to a different format. [Typo corrected - thanks!]
If this helps then please tick the answer and/or show you like it with an uptick.
That would be http://zamzar.com