Creating a connection from excel to a sharepoint

[Lorlai]

We have a sharepoint that contains a document library with excel spreadsheets. I am in the process of creating a procedure that will compare excel spreadsheets. Right now, the user needs to go to the sharepoint, download the spreadsheet, save to a location, then run a macro through a different excel sheet and select the saved file.

Is there a way to create a connection to a Sharepoint document library so that the user will only need to run the macro and select which file from the Sharepoint library they would like to use?

Thank you!