When moving data from a sandbox environment to your dev-box you need sqlpackage to unpack the bacpac file to a database. This could give you an error message stating that the file contains corrupted data:
To get yourself passed this you can download the .net core edition of the SQLPackage from here:
https://docs.microsoft.com/en-us/sql/tools/sqlpackage-download?view=sql-server-ver15
Unzip the downloaded file to a folder of your flavor. In that folder there’s another version of the sqlpackage.exe and that should allow you to continue: