This functionality is currently not yet available in NetSuite and is being tracked under Enhancement 272185 – Reports exported as an Excel Web query > Have an ability to determine which report the web query was sourced from.
However, a user may do the following as an alternate solution:
A. In Microsoft Excel 2010:
a. Click Data > Connections.
b. Click Properties.
c. Go to Definitions tab.
d. In the Connection string, look for the 'cr=xxx'. xxx will refer to the Internal ID of the saved report.
B. In Microsoft Excel 2003:
a. Highlight the data in Excel.
b. Click Data > Import External Data > Edit Query.
c. In the link, look for the 'cr=xxx'. xxx will refer to the Internal ID of the saved report.