Depends.

Are you the only user accessing this Server from those Workbooks?
If yes, you could store the connection in the Registry, or even more simple: a textfile on your computer (filename/location should not be changed!)

If there are other users accessing this server with this connection, then a textfile in a central spot (file-server?) would be easiest (see above for filename/location)

In any case it would just be a simple read-instruction in Workbook_Open