1) Yes, create formula reference using VBAI think we are missing some very important details!
What do you mean by "link"?
Do you want to create formula reference for each one?, i.e.
=Sheet1!A1
If so, in what range on Sheet1 does the data exist, and in what range on Sheet2 do you want to put these formulas?
If you just want to copy the data, we need the same information regarding ranges.
Sub MyAddLink()
Dim lr As Long
' Find last row on Sheet1 in column A with data
lr = Sheets("Sheet1").Cells(Rows.Count, "A").End(xlUp).Row
' Populate sheet2 with formulas
Sheets("Sheet2").Range("A1:A" & lr).FormulaR1C1 = "=Sheet1!RC"
End Sub