Good, you already implemented the download/unzip part.
The error you get says that the source data/table doesn't contain the column named CONTRACT_D. The best part of the Power Query editor, you can click on the APPLIED STEPS one by one, and see why the steps are failing.
Try that and start going backward from the last step. Basically, click on the Added Column step to see what it generates. You will see that there is no column named CONTRACT_D. That's the error that needs to be fixed because the last step is supposed to filter data where CONTRACT_D is equal to some specific names (see the code text box, or you can click on the Advanced Editor to see the whole M code). Perhaps the column name is changed, OR the source data is not the one that you expected to get.