You can open a CSV file encoded with UTF-8 normally if it was saved with BOM (Byte Order Mark). Otherwise, you can open it through either of the following ways.
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Through PQ (Power Query) using the Get Data dropdown. Navigate to Data tab > Get Data > From file > Get Data from Text/CSV.
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Use the "Get Data From Text" option. This option is available in "Tell me" and in the ribbon.
It opens the Text Import Wizard and does not create external links to the workbook.
