Moving an application from Access

I need to move an application fro Access to Excel. (Both in Office 2010)
The Access application starts by using an ODBC link to our accounting package. For reasons of speed down our network I chose to download individual files into access and then make the joins between these files locally in Access, using MSQuery

I have found that I cannot do this in Excel. I can download individual files OK using the ODBC but I cannot use MSQuery in Excel to make the links between these files. I can make the links as I do the download but this is so slow as to be impractical.
So, I have 6 individual data tables in Excel worksheets. I need to link these in different ways so that I can manipulate the data. Has anyone some advice as to the best way to do this?
John

Why don't you import directly from your accounting package into Excel ? e.g. using databasequeries