Run Macro on cell change to update path and filename for query

I am trying to write a piece of VBA code, that when a cell value changes by entering a path and a filename, an external query is updated with the filename and path and will run if a parameter is changed.

The code I have is as follows:-

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Whenever the code tries to run, I get an error message of macro DidCellsChange cannot be found.

I am a newbie to VBA and the code above has been put together from code I have got from various websites, so hopefully it will be something simple?

I have attached the workbook as an example. The sheet Path_and_Filename contains the cells where the path and filename can be entered. When these cells have been updated, then the sheet named Query, has a parameter query that when a day is selected in cell A1, the query runs and returns values in cells A1 to A5. The query will only work if the values entered on the Sheet Path_and_Filename correspond to where the file 'Internal Query with Macro1.xls' is saved.

Try putting your code onto a module sheet as opposed to the ThisWorkbook tab.