WMZ is generally defined as a compressed image file type. Most typically associated with skins for Windows Media Player, not Excel.
For now, don't try to open the file.
First thing to do is talk to the sender. Send a new email, don't reply to the email in question. I suspect, just suspect, that this could be a hack. If it is a hack, then the sender did not actually send it. If they did not send it, then chances are very
high that the file contains malware.
If the sender really did create and send the file:
- ask them how they expect you to open it
- ask them how they created it (I'm curious <G> )
- ask them why they used EMF rather than other more common file formats
EMF is not a format that you can use in Excel to SAVE AS to. So they would have had to use an addin.
This is a very old answer to a similar question:
https://answers.microsoft.com/en-us/windows/forum/windows_7-files/how-do-i-open-it-emz-files/a4759966-8145-e011-9577-d485645a8348