Consoles do not support direct web downloads of custom .mcworld files due to system restrictions. To play a custom Chapter 2 map on a console, you must use a cross-play workaround:
Several creators have released versions of this map, each with varying levels of detail and feature sets: Mewca's Chapter 2 Map
Use new mechanics to restore power, navigate the factory, and eventually find the train station to escape.
This usually happens when your map version doesn't match your game version. Check the download page to see if the map requires an older version of Minecraft, or if you need to enable toggles (like Holiday Creator Features) in your world settings before loading in. The Custom Textures Aren't Loading
CurseForge has expanded its official support for Bedrock Add-Ons and worlds.