If you use Project Explorer in VB Editor and doubleclick on ThisWorkbook you get the proper code module for this task. Have a look at the dropdowns at the top for the various event trapping possibilities.
Copy/paste this code there :-
Private Sub Workbook_Open()
Dim Result As String ' not really needed here as it is not used elsewhere
Result = MsgBox("Do not Amend", vbOKOnly, "Warning")
No, the code should be into the workbook module.
Please go to VBA (by clicking the menu tool/macros/visual basic editor) in Excel.
Then click on menu : view/project explorer
Then open the project of your workbook and double click on "Thisworkbook"
You are in the workbook module. Paste the code we provided.