I created a very simple ArcGIS Notebook that downloads a .pdf file from the web. Using guidance from this post I have published a web tool from the notebook and confirmed that the requested file is returned when I use the web tool in a web map:

When I try to run the same tool in the Analysis widget in Experience Builder, I get this message:

When I watch the network traffic I see that the tool completes successfully, and I can use the output URL to get to the file.

So, how do I configure either the widget or the web tool to expose the file link to the widget?