There's no simple "this workbook" connection that I'm aware of. So you have to use external connections and Access flavoured SQL to a named file and it all becomes brittle & ugly.
In my view, if you're at the point where you need to use the relational model with your data, you shouldn't be using Excel anyway. I realise it's "easy" and the go-to software for such things for corporate-types the world over, but that doesn't make it right.
SQLite -- plus, if you need it, some open source GUI -- and you are done. No pain of bending Excel to do what you want; none of the horrors of Access and its cludgy-flavoured SQL. If you really need it ultimately in Excel, I'm sure there's an ODBC driver you can use to get a view on the data.
Sometimes you just want to manipulate data in your spreadsheed in place with the help of SQL but without having to go through the ceremony of importing and exporting to/from a database. For instance, with this plugin you can use regular expressions (replacex function) to transform data in a column, or you can do a join. If that's all you need to do, the overhead of importing/exporting is not worthit, and having convenient SQL+Regex can be a nice time saver. (disclaimer: I'm the author)
