I had to change the url to the 'actual' file contents, because I think your link is to the webpage that serves up the data, rather than the data itself.
using this code I was able to get all the contents :
download.file("https://github.com/geersk/ClassX/raw/master/testfoot.zip",
"testfoot.zip")
unzip("testfoot.zip")
tf <- unzip("testfoot.zip", list = TRUE)
tf
#Name Length Date
#1 CFB2019.csv 74643 2020-01-15 16:59:00
mycsv <- read.csv(tf$Name)
dim(mycsv)
#[1] 130 146