There are 2 ways:
You can use
Application.AskToUpdateLinks = False
to have links always updated without prompt for all workbooks opened by
a user.

Or use
ThisWorkbook.UpdateLinks = xlUpdateLinksAlways
Then it works only for the current workbook.

But you do not need to use VBA:

To have links always updated without prompt for all workbooks opened by
a user:

On the Tools menu, click Options, and then click the Edit tab.
Clear the Ask to update automatic links check box. If the box is
cleared, the links are automatically updated, and no prompt is
displayed.

Only for the current workbook:

On Edit menu, click Links.
Click Startup Prompt.
Select "don't display the alert and update prompt"