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This is what it looks like:

Buttons:
Edit Query - This button allows you to edit the query in the same
fashion in which you created it. That is, if you used the Wizard when you
created it, this allows you to re-run the Wizard. If you didn't use the
Wizard, MSQuery opens and loads your query. For more information on the
Wizard, see Create a Query in the UI.
Note that in certain cases you can create a query using the Wizard, that
later will not be editable in the Wizard. For example, if you create more
than one criteria using the same field, MSQuery will interpret the syntax
differently in its UI than it does for the Wizard.
Data Range Properties - shows the Data Range Properties dialog.

Unchecking "Save query definition" will not the delete the data that's on the
sheet, but it will prevent you from Refreshing the data or making any other
changes to the underlying query (because it's gone for good). The rest of
the options are pretty harmless and you can experiment with them at will.
Query Parameters - Shows the Query Parameters dialog and allows you to
change existing parameters. It doesn't, however, let you add a parameter
if none exists. That's why it appears disabled above. For more
information on parameters see the Parameters page.
Refresh - The last four buttons all deal with refreshing.
The Refresh button refreshes only the currently selected query. Cancel Refresh
cancels any refreshes that are in progress. Refresh All refreshes every
query in the active workbook. Refresh Status shows you the progress of the
refresh.
To edit a query, click the first button on the External Data Toolbar.
This will lead you to the External Data Wizard or MSQuery, depending on how you
created the query. For more information on the Wizards, see
Create a Query
in the UI.
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