What do you mean by not updating automatically? By that I mean what actions are taking place and by whom whereby you expect the links to update?

Is this other workbook on a network server?
When you say that it's used by several users, does that mean that it's a 'Shared' workbook? By that I mean have you explicitly configured it so that several users can open it AT THE SAME TIME and add data? A workbook by default is a single user system and 2nd, 3rd instances... of the same workbook can usually only be opened in read only mode?

I know that for two workbooks on the same PC to share data in this way that they both have to be open in memory. Are you sure that the other workbook is open when you expect the links to update.

Have you considered having a macro which periodically runs the Update Links action for you.