Assuming that you put your files in “Files” directory relative to your master workbook your code might look like this:
Sub ProcessFiles()
Dim Filename, Pathname As String
Dim wb As Workbook
Pathname = ActiveWorkbook.Path & "\Files\"
Filename = Dir(Pathname & "*.xls")
Do While Filename <> ""
Set wb = Workbooks.Open(Pathname & Filename)
DoWork wb
wb.Close SaveChanges:=True
Filename = Dir()
Loop
End Sub
Sub DoWork(wb As Workbook)
With wb
'Do your work here
.Worksheets(1).Range("A1").Value = "Hello World!"
End With
End Sub
In this example DoWork()
is your macro that you apply to all of your files. Make sure that you do all your processing in your macro is always in the context of the wb
(currently opened workbook).
Disclaimer: all possible error handling skipped for brevity.