You can enable automatic update of those links when you open the workbook. First check that this is allowed in you organisation, if it is the case you can follow those steps:
Go to File => Options
Go to the Thrust Center tab and click on "Trust Center Settings..." box
Go to External Center tab
In Security settings for Workbook links part and check the "Enable automatic update for all Workbook links" box
Click on Ok and go out of settings
On the ribbon go to Data => Edit links
Click on "Startup Prompt…" box
In the popup window select "Don't display the alert and update links" box
Click on Ok and then on close
Save the Excel file
The links should update automatically and you should not get the popup anymore.