Direct discovery is designed for "big data" sources where you cannot or prefer not to load the massive amount of data into memory due to memory and time constraints. It is neither intended for nor necessary for Excel loads. If you are determined to go down this route, you would need to make on ODBC connection to the Excel file (and even then it may not work very well - I would expect that the performance would be very poor).
Logic will get you from a to b. Imagination will take you everywhere. - A Einstein