So long as Excel can open the file, the functionality to change the format of the opened file is built in.
To convert an .html file, open it using Excel (File - Open) and then save it as a .xlsx file from Excel (File - Save as).
To do it using VBA, the code would look like this:
Sub Open_HTML_Save_XLSX()
Workbooks.Open Filename:="C:\Temp\Example.html"
ActiveWorkbook.SaveAs Filename:= _
"C:\Temp\Example.xlsx", FileFormat:= _
xlOpenXMLWorkbook
End Sub