It looks like @Jaromanda was on the right track.
I copy-pasted here in local file and in a local test Wordpress, and the script gets downloaded correctly. It shows an ad for flipkart, I suppose this is the expected behaviour.
To see what the script does, you can pass it through a beautifier to read it more easily.
The downloaded script creates an iframe element and sets the source of the iframe in order to display the ad. But to create the string representing this source, it uses, among other things, the window.location.protocol (see function createFKWidgetIframe). The location object represents the url of the document in which the script is run, not the location where the script comes from.
This window.location.protocol is usually http: or https:, but if you have it locally and not served through a local http server, then the adress bar in your browser will be something like file:///C:/path/to/the/file and the protocol window.location.protocol will be file:, and even if the iframe gets created, the source of the iframe will be set to something like file://affiliate.flipkart.com/widget/displayWidget?wrid=.... This location obviously does not exist. Please have a look at the source code of your page and see what the source of the iframe is set to, to confirm or not.
So if you do not serve the file through a local http server, there is no chance to load the iframe content.
If it also doesn't work on a Wordpress install which you access online, then I'm helpless. I could only advise you to check if you have ad blocker software/plugins or similar on your machine/browser, or if they get blocked by a firewall or a proxy you are behind.
