Pivot Table External Data Connection is greyed out

[dummy777]

I have an excel with pivot table and the data source is only a table/range within that worksheet. I searched that I can use other sources as my data source. However upon checking and try to change the data source from "select a table or range" to "use an external data source" it is greyed out and won't allow me to change it to external data source. Is there a way to update it or I need to create a new worksheet/pivot to use the external data source option?

My second question is that, when I do that does the refresh needs a few minutes and would automatically updated even if the "external source data" is closed? Also can I use it multiple times? Then is it ok if there are many users will refresh it? tia.