I have the below code live.. but can I have a code that search in drive F, G,
H if this path does not exist?

That is it should search in
"F:\Primary\Master-May.xls", _
"G:\Primary\Master-May.xls", _
"H:\Primary\Master-May.xls", _

Sub ref()

ActiveWorkbook.UpdateLink Name:= _
"E:\Primary\Master-May.xls", _
Type:=xlExcelLinks

End Sub