It looks like that download link is for a .7z file, did you try using an unzipping program such as 7zip to unzip it into an .img file before trying select it in Etcher?
I downloaded and installed 7-Zip (https://www.7-zip.org/) then right clicked on the downloaded OS file and selected 7-Zip > Extract Here. That generates an img file in the same folder that you should be able to burn with Etcher. (This is using Windows 10 but should be similar in other OSs)