The XLSX (and DOCX) file format is first of all a folder of things which are archived using zip.
So if you have 7zip installed (and integrated into your UI), you should be able to right-click on the file and open in 7zip.
Alternatively, if you rename the file to .zip then Windows explorer should be able to open it.
In both cases 'open it' means being able to see the files it contains, not open it to edit the spreadsheet.
If neither works, then the file is most likely corrupted. What does clicking Properties on the file give you? Even a simple check of the filesize as even a blank spreadsheet saved should take up 8KB or so.