Just a note, the file format used at this website is not strictly CIF, it uses some special conventions to allow it to represent molecules. For instance, there is no unit cell specified (this is actually the error message you get when importing) and it uses Cartesian coordinates which is non-standard. In general this kind of files seem tricky, I tried to convert the PDB version with OpenBabel, but it failed (I might have made some mistake in the options).