Mark is correct.
Excel Reports, as well as SQL Reporting Services reports, are the two areas in Dynamics GP that actually uses Windows Authentication credentials instead of SQL authentication user accounts, such as what is used to logon to Dynamics GP.
For Excel Reports, Windows users would need to have access to the shared directories where the Excel Report files and data connections are deployed to, and then would also need to be assigned the RPT_ roles under the DYNAMICS system and/or company databases for Dynamics GP in order to have access to the data pulled into the Excel Reports.
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