I think I have found the object that is holding all the excel files in SF, but how do I extract this data? or am I looking in the wrong place? or is it even possible to download excel files from SF to Alteryx?
Not sure - but those are stored in an S3 bucket which SFDC has access to. vs data local to SFDC. You probably need to expose some Apex function to download the file itself see - https://trailhead.salesforce.com/trailblazer-community/feed/0D54V00007T40NTSAZ
https://trailhead.salesforce.com/trailblazer-community/feed/0D54V00007T4RR6SAN