Excel Pivot tables

Hello,

I have a problem with pivot tables in Excel on my MacBook Air.

I can not refresh pivot tables and constantly receiving error message:

The operation connects to an external data source.

External data sources are used to import data into Excel, but connections to external data sources can be used by queries to access confidential information available to other users, or to perform other harmful actions. If you trust the source of this file, click OK.

Alert

Problems obtaining data.

How can I fix the problem?

Thanks in advance!