There are several different ways to import external data into an Excel spreadsheet. The exact options and steps depend on the version of Excel.
In Excel, if you select the Use Trusted Connection option, the user's Windows account will be used as the login name to the database. The account must exist in the database and be assigned to the KPREPORT role. When the user launches the report, if the Windows account is in the database and assigned to the KPREPORT role, the report launches automatically, otherwise, the report cannot connect to the database, the login box will appear, and the user must enter a login name and password.
If you deselect the Use Trusted Connection and enter a login name and password, the login name must exist in the database and be assigned to KPREPORT role. When the user launches the report, the login screen will appear again depending on whether Excel is on the same machine with the database server when creating the report.