Some software, such as the spreadsheet application Excel, can pull data out of a web page and load it as a table in the application.
A 'web query' is set up so that it points to the web page containing the data - once it is set up a link is established with the web page and the query is carried out to extract the data.
In Excel, you will find Web Query in the 'Get External Data' under the 'Data' menu.
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Click on this link: Web Query