I'm assuming you are talking about excel.
You cant link to a cell from the header or footer in excel
You could set up your spread sheet margins so that cells at the top would be in the header area and link those cells as you wish.
You cant do it in word either.
You can add the file name as a field in the header of footer of both excell and word.
Name your files with the info and it will be in the footer or header.
I know its not what you want to do.
Click on the attachment for a laugh.





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