Typically, if it were a fixed database you were connecting to you would use Get External Data on the data ribbon and set it to reload on opening. This can connect to a query or table or you can edit the Command type and Command Text in the Connection definition to execute any SQL.
If the database changes then you can change the Connection file and Connection String.
Another alternative is to use an ADO Connection and ADO Command to get a recordset from the database then CopyFromRecordset to write the data into a Range.