I have an oracle .dmp file which I would like to open from excel 2007. How do I use the 'get external data' feature to do so? Is it possible in the first place?
It's not possible, no.
Assuming the .dmp file was produced by the Oracle export utility, that is a proprietary, undocumented binary file. Only Oracle's import utility would be able to read it. The import utility can dump the DDL statements for the structure(s) in the dump file to a flat file but if you want to look at the data, you'd need to import that data into an Oracle database.