Before you can refresh the CategorySale.xlsx and CustomerList.xlsx files, you need to connect them to the Northwind.accdb database. The first time you choose Data --> Connections --> Refresh, Excel will inform you that the database no longer exists in the path it expects (click OK), and it will prompt you to use the Northwind.accdb file in the same folder as the Excel workbook (click Yes). You won't have to repeat this process again, unless you move or rename the database file.