Sarah provided some initial insight in the comments, but I wanted to elaborate further:
Initially, it's essential to ensure that you're utilizing a file hosting service that doesn't conceal your files behind a download page. Although you are on the right track with the
https://github.com/Tudor0404/files/blob/master/matrix-code-nfi.otf?raw=true
link, there is still another issue at hand.
Developing the practice of monitoring your developer tools regularly is crucial as this is where error messages and network issues become visible.
If you inspect your developer tools, you'll encounter the following error:
Access to XMLHttpRequest at
'https://github.com/Tudor0404/files/blob/master/matrix-code-nfi.otf?raw=true'
from origin 'https://s.codepen.io'
has been blocked by CORS policy:
No 'Access-Control-Allow-Origin' header is present on the requested resource.
The occurring CORS error points towards the fact that your current file host (GitHub) is restricting access to files from different domains (such as CodePen).
It appears that linking directly to files within your GitHub repository isn't advisable. Alternatively, consider using a service like GitHub Pages for hosting. (GitHub Pages has CORS enabled by default).
Moreover, setting up GitHub Pages could serve as a solution for hosting your P5.js sketch, potentially eliminating the requirement for CodePen (unless utilized solely as a code editor).