I do not think you need to indicate the name of your book.
Try the following:
Sub DL(URL As String)
Shell ("C:\Program Files (x86)\Google\Chrome\Application\chrome.exe -url URL")
AppActivate "MicroSoft Excel"
End Sub
, , AppActivate:
Workbooks("SIEVE").Activate
Edit
AppActivate, , , . , Chrome , Chrome AppActivate. , , Application.Wait() Chrome. - :
Sub DL(URL As String)
Shell ("C:\Program Files (x86)\Google\Chrome\Application\chrome.exe -url URL")
Application.Wait (Now + TimeValue("0:00:10")) '<~~ Waits ten seconds.
AppActivate "MicroSoft Excel"
End Sub