Excel Services Connectivity on Sharepoint 2013 for external user

Currently , external user is able to refresh the data on sharepoint site through browser. the data connection is pointing the one of the external data source. But how can an external user (Internet user which accessing sharepoint through internet) download
a copy of excel in sharepoint library and open the excel workbook with data refresh ability at client machine ?
Do we need client machine to be able to access / ping the external data source? 
Thanks.

Thanks for the response.
They want to perform data analysis and design their own report with own template , for example : to remove subtotal from the powerpivot tables which we cannot change the formatting at the excel services at browser level.
So if i understand correctly, we need to get the client machine to be able to access to the database server directly to get the access to the cube for data analysis although we had this odc file connection setup, am i right?
For internal user, network team should open port / access for them to access database server directly.
For external user, either to open public access to the database server directly or setup a VPN connection for the external user to access the database server in their secure network.
Let me know if i understand this correctly.
Thanks.

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