Writing and saving scraped documents in several sheets in an Excel file
Overall I don't think it's terrible. Suggestions:


Add a shebang to the top of your script so that it's executable in Posix-like environments: #!/usr/bin/env python
You create a session every time you call get_docs. Don't do this unless absolutely necessary; instead, pass the session created in get_links to be reused.
Put this through a PEP8 linter, such as that built into PyCharm, for minor formatting suggestions, such as there being two newlines before every top-level function.
Your sheetname (which should be called sheet_name by Python standard) smells like it should be a regex instead of a series of splits.
Condense your if ... in ... else to a setdefault(); something like:


data.setdefault(sheet_name, []).append([title, str(link)])