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Default Linking Excel to a text file database

I use vlookup to access data from within my spreadsheet. The extensive
dataset I have is on one of the sheets and is large and cumbersome.

I understand that it is possible to link my sheet to an ancillary text file
within which i can store my database.

How does one go about doing this and will vlookup work?

Can anyone help or redirect me?

Thanks,

Roger
 
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