The “entity is not backed by an input stream” message is one I’ve seen several times in the forum regarding downloading from the hub, but frustratingly I have found a number of threads containing no definitive answer to why it happened or how it got resolved, even though some are marked as “solved”.
The best I’ve found is mention of network constraints so I’m assuming this is your problem… do you use a proxy server or have anything else that may be getting in the way of the downloads when you drag/drop from the hub?
see: Can't open example workflow - #5 by moritz.heine
In your most recent post, I can see you have chosen to download the actual component knar file which is effectively a workflow.
If this is the only option you have, then effectively you now have your own unlinked copy of the component as a workflow in your KNIME explorer, which is fine, but be warned that as a result if the component is updated on the hub, you will not get those updates.
You can use this component though, by closing this imported workflow (the one you pictured above), and opening the workflow you are currently working on. Then drag the “component workflow” from your KNIME explorer onto the canvas.
From your screenshot you are using Classic UI, so this is what it looks like in Classic UI. For Modern UI you’d do it the same way, but the explorer is very different, and you may have to do a bit more navigation of the project tree to achieve the same end (one of the areas where I feel Modern UI Explorer is something of a backward step)