Here are some things that you can do to troubleshoot the issue:
Check if you have internet connection
Verify that your device and the device running the shared link are both connected to the internet.
Check if the shared link has an expiration date
Some users may require a shared link to expire after a certain amount of time, or a certain number of downloads. Contact the person who shared the link to ensure you have the correct link.
Try to download the file in a different browser
If you frequently experience this issue, you may want to try using a different browser where possible, or change your default browser.
Clear the cache
Clearing the cache in your browser may have the desired effect, as sometimes cached files can cause errors when downloading files from a shared link.