There are two main options to access the MS Query Wizard more efficiently.
Create a quick access menu item by choosing Office Button > Excel Options > Customize > Data Tab > add the Get External Data From Other Sources item > OK. You can also click Options when the Data Source dialogue appears to provide a path to the database in order to speed up access when opening this in the future.
Create a VBA macro that executes all of the steps required. You can record the steps in a blank workbook and then save the workbook as an Excel add-in. The add-in can then be made accessible at all times in Excel.