Mailmerge Word and Excel

Hello everyone,

My problem is this: I created a network drive (Z) for my access. I want to do a mail merge between Word and Excel. My files open without problem.
But when I want to link the Excel file to Word, I have an error message that it can not find the file in it does not tell me Z: \ mailing \ source.xlsx.

Have you ever had this problem. I searched in OnlyOffic, but I do not have the mailing button.

Thank you for your help