Check if the file exists using VBA

Note your code contains Dir("thesentence") which should be Dir(thesentence).

Change your code to this

Sub test()

thesentence = InputBox("Type the filename with full extension", "Raw Data File")

Range("A1").Value = thesentence

If Dir(thesentence) <> "" Then
    MsgBox "File exists."
Else
    MsgBox "File doesn't exist."
End If

End Sub

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