Create a reference between cells in different workbooks in Excel 365

I am trying to create a reference between cells in different workbooks in Excel 365. I have read the help article on this (https://support.microsoft.com/en-us/office/create-an-external-reference-link-to-a-cell-range-in-another-workbook-c98d1803-dd75-4668-ac6a-d7cca2a9b95f#ID0EBH=Web), referring to the Web section (not the Windows) one. However when I come to step 5 (Select the cell where you want to place the linked data, then go to Home > Clipboard > Paste > Paste Link.) the paste link option is not available. Can you tell me what I am missing?

The documents are Saved on Dropbox and are open in the same Chrome window.