It will open the PDF file by default, and you need to close it. The PDF File has been inserted into an Excel sheet as an object similar to a chart or any shape.

To have Excel insert the PDF, first open the spreadsheet in Excel. Then, click the "Insert" tab on the ribbon menu and click the "Object" icon within the "Text" group of command icons.

You can insert PDFs into Excel as an object, data connection, or hyperlink. If you are unable to import a PDF or file in Excel, it might be the case that the Excel worksheet or workbook is locked.