Tip: import into a separate calendar (e.g. "Kingshot Alerts"), so you can remove everything later in one click.
Google Calendar may ignore the alarm inside the file. In that calendar's settings, set the notification to 0 minutes before (at the event time), so it rings exactly at the alert time.
Check that notifications are enabled for that calendar on your phone.
Next time, "Download new" only includes what is missing. If you lose the file or deleted the events, use "Download all again" (same IDs, so most calendars replace instead of duplicating).