It’s a legacy footprint library.
Copy that file into the folder where all the .pretty folders are - if you don’t have that, create one in a path you have access to (I suggest your user folder).
Open PCBnew > Preferences > Library Wizard
Leave it at ‘Files on my computer’, click [Next]
Steer to the mod file and select it, then click [Next]
Should auto select ‘Legacy’ format, just click [Next]
Decide if you want it just for this project or all, click [Next]
This is what I did before… tried it again and still did not work (Kicad still told “invalid”).
I copied the raw text to a file an renamed it to conn_modu.mod. Then I could import the file.
Looks like the is a problem when downloading the file directly.
Anyway thanks for your answer!