Linking between excel workbooks not always working

On my work computer i have had some issues with linking between workbooks. Sometimes it works fine, sometimes i cannot link.
Basically when i press the = sign, enter the other workbook and try and create a link nothing happens.
I can manually write the entire string with the path and the workbook sheet name but i cannot just click the cell to get the link to work.

I've tried googling to find what could be the cause for this issue but i really have not had any luck.

Anyone had this issue or know how i can resolve it?

Best,
Nicolai

.. Doesn't work unfortunantly.
It's basically the same. On some workbooks it works, others it don't.
If i open a cell write =Hyperlink, switch workbook click a cell - Nothing happens.

I think my first post might have been a little unclear.

I have two open workbooks.
In the first workbook i try and create a link to the other workbook, but when i tab into the other workbook, i cannot click the cell i wish to create the link to.
The thing i don't fully understand is that it does work on some workbooks not not others.

If i open a new workbook and name it A, open another new workbook and name it B, i cannot create the link the simple way by just clicking the cell.
I can manually write =[A.xls]Sheet1!A1, and it opens up a folder manager where i can pick the proper excel sheet and i will get a link. But as you can imagine this is a rather time consuming process.

I tried working with the file extensions but no luck.

I did however find part of the solution to whats going on.
If i open a new excel sheet and save it to the standard folder (Documents) then the linking does not work.
However if i move the files to another drive (For instance T: which i normally use) then, voila, i can link to other sheets.

So apparently the location of the files is what is causing the issues with linking to other files. It's not ideal and i still don't understand what the problem is, but it should be sufficient for now.

Thanks for all the help!