I've done similar in a few steps...
1. Create a list of files to link to ... e.g. in the folder of pdf files, type 'dir /b > templist.txt'
2. Open templist.txt in an editor (e.g. Notepad, Notepad++, Wordpad or ...), "Select All" and "Copy"
3. "Paste" into a new column (say A) in EXCEL, probably best to trial in a fresh sheet
4. In new column (say B), fill down the formula "=concatenate("file:///C:/Users/Cyprus/Ed-Set/",A1,".pdf ")
5. Copy column B to required location and Paste Spacial Values i.e. not formulas.
Obviously C:/Users/Cyprus/Ed-Set/ should be replaced by the actual user directory structure.
I've used file:/// above (with three / characters) because I've copied from some html (browser page edit) notes; for EXCEL local use only, you may need fewer / characters.
0'n'1