The command 'conda install --file' is intended for installation of multiple packages where package versions are listed in a text file. You cannot specify the package file itself (i.e. .tar.bz2) in that command.
Technically there are two ways to install packages on a system that does not have a direct connection to conda servers. First, you can set up a local file channel on the mainframe, put the necessary packages into there, and specify that channel either in the .condarc configuration file or in the --channel parameter on 'conda install'. Customers on a support contract get a ready-for-use installer that sets up a local channel for them.
Alternatively, you can download the package file curl-7.73.0-0.tar.bz2 just like you said, transfer it to the mainframe in binary mode, and specify it directly in the 'conda install' command without the word --file:
conda install curl-7.73.0-0.tar.bz2
Please note that it is not a workflow we support, dependencies won't be installed automatically, and some functionality might be missing.