Check if the file has the external links and list them in the first sheet.

ListLinks.bas

Sub ListLinks()

    Dim ws As Worksheet
    Dim rFormulas As Range
    Dim rCell As Range
    Dim aLinks() As String
    Dim i As Long

    If ThisWorkbook Is Nothing Then Exit Sub

    i = 0
    For Each ws In ThisWorkbook.Worksheets
        On Error Resume Next
        Set rFormulas = ws.UsedRange.SpecialCells(xlCellTypeFormulas)
        On Error GoTo 0
        If Not rFormulas Is Nothing Then
            For Each rCell In rFormulas
                If InStr(1, rCell.Formula, "[") > 0 Then
                    i = i + 1
                    ReDim Preserve aLinks(1 To 2, 1 To i)
                    aLinks(1, i) = rCell.Address(, , , True)
                    aLinks(2, i) = "'" & rCell.Formula
                End If
            Next rCell
        End If
    Next ws

    If i > 0 Then
        Worksheets.Add before:=Worksheets(1)
        Range("A1").Resize(, 2).Value = Array("Location", "Reference")
        Range("A2").Resize(UBound(aLinks, 2), UBound(aLinks, 1)).Value = Application.Transpose(aLinks)
        Columns("A:B").AutoFit
    Else
        MsgBox "No links were found within the active workbook.", vbInformation
    End If

End Sub