Excel uses Microsoft query to connect to the data source, in this case being an IBM AS/400 (iSeries) DB2 database, through the use of an ODBC driver from the IBM Client Access terminal emulation software, though Excel can natively talk to other DB's in this manner with builtin ODBC drivers i.e. SQL, FoxPro, Oracle, Access, etc. The MS help in Excel can give a fuller explaination.
MS Query is a menu option from "Data, Import external data" drop down menu/function.
Cannot remember whether MS Query is installed by default in a standard office install...
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It takes a human hours to fcuk up what a computer can do in seconds...