DDE depends on application, Reuters, Bloomberg, etc.The easiest way is drag and drop.Read the help documents.
Web queries are slightly different for different versions of Excel.Google or search MSDN. Chapter 27 in VBA for Modelers by Albright has a simple example.
No prior knowledge required. Excel is very straightforward even if slight difference for different versions is a nuisance. Typically you don’t have to worry about how applications implement DDE with Excel. Just read the software manual and find the functions they provide. If you don’t have access to Reuters or Bloomberg, you can always start with web queries. Albright updated and put StockQuery.xls at
Read the subroutine RunQuery. You feed the URL into the QueryTables.Add method and specify the destination cell.
I think the easiest way to learn this stuff is to record a macro, (in Excel 2007) goto Data -> From Web, type in the URL, select the fields you want, and import.
For earlier versions, I can't remember exactly, but it might be Data -> Import External Data -> New Web Query.