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You have to bring it in as external data. The help function will tell you how to use the wizard to create a query to pull the data in.
What they don't tell you is that you have to define an ODBC connection "DSN" that it can use to connect to the other workbook. Do that, and then tell the wizard to use it when making it's connection.
One thing to remember is that this is a "snapshot" of the data. You need to refresh it whenever you open data2.xls in order to make sure it has the latest copy of the data in data1.xls (unless it doesn't change).
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