How to Create a Link to an External Spreadsheet Via VBA
- 1). Click on the "View" tab and then click the arrow under "Macros."
- 2). Click on "Record Macro."
- 3). Type a name for your macro into the "Macro name" box. For example, type "ExternalDoc."
- 4). Type a letter into the shortcut key selection box. For example, type "P." This will assign the keys "Ctrl" and "P" to your macro.
- 5). Click on the "OK" button.
- 6). Click on the "Office" button and then choose "Open." Find your file and then click the "Open" button.
- 7). Click on "Macro" and then click on "Stop Recording." Your macro can now be used. Click on the keys you assigned in Step 4, (in this example, "Ctrl" and "P") and Excel will automatically open that file for you.
Source...