How do you link cells in different Workbooks in Excel?[/al_question]
The Paste Link command is probably what you want.
Select the item you want to copy in one workbook and select Edit, Copy. Now in the other workbook, select the desired destination, and hit Edit, Paste Special, and press the Paste Link button.
If you take a look at the resulting formula it should include the filename, sheet name, and cell reference to original data.