Saving a webquery as an external file

[namer98]

I created this webquery with a parameter that will generate the link to 800+ PDFs, instead of searching for all of them one at a time. Now I have to open each link and save each PDF individually, and that is where I need your help.
Is it possible to write a macro where I just click cell A1 (where the webquery is) run said macro, and it opens the link, and saves the PDF with the name using the text of A1? Is there another language that can do this?
Thanks!

 

[namer98]

And asked here:

Saving a webquery as an external file