If you own Adobe® InDesign® CC 2019 or higher, you can use the .indd file.
Otherwise, please use the .idml file.

Open it in Adobe® InDesign® and check if all fonts are loaded. You may replace the fonts with a font you have installed on your system by using fonts > search font > replace.

Then save it as .indd file for your current Adobe® InDesign® version. Use that newly created file in MyDataMerge.