Hi @AngelPetkov
Those links contain zip files, which if you download and unzip will contain a .epw file. This is exactly the file you need for Ladybug. Once you have it unzipped you can import it into grasshopper using a file path component and the “import epw” component you downloaded with ladybug. There are some example files in the Hydra - Sharing made easy! but they may be a bit outdated. Best of luck!