Hi Friends,
I want to connect in such a way that whatever I will copy in source file should be copied automatically in target file.
It would be great to get help from you.

You can use Data -> Connect to Data (Ctrl-D) to add as many data sources as you like to a Tableau workbook. Every sheet in your workbook can use a different data source. Dashboards can be used to present results from different independent sources on one page.

The simplest way to connect one cell in one worksheet to another cell in another worksheet is by formula. In the second worksheet, type this formula:

=Sheet1!A1

Correct the sheet1 to the actual spelling of the sheet you're referencing.

To do this same thing between workbooks, just add the workbook reference:

=[Book1.xls]Sheet1!$A$1

It hard for me to explain it all but here a site that will give you all the answer you need http://www.keynotesupport.com/excel-linking-worksheets.shtml