File->Info->Edit Links to Files

Then there should be a button that say "Break Link". Confirm when asked "Are you sure?".

After you've broken the link, if you want to be able to edit the data in the future, you'll need to use "Change Source" relink it to either the original Excel file, or a copy that you saved to preserve the state of the data when you created the chart. Breaking the link does not seem to automatically create a chart-specific local copy of the Excel spreadsheet that was used to make it.