web query (external data import)

[needhelp2]

Hi!
is it possible that i could extract link to link data in excel through web query?
E.g i have web and i want that when it open in web query copy all data plus
find header links and extract its head value along with open link and extract data as well.
Can any body assist me in this regards,

+ Please tell me any easy and skill full resource from i can learn macros

Thanks in advance.