You need to do something like this where you search for the files you want to open. These file references get stored in a foundfiles object. You then loop through the object to open each file and, making sure the sheet is active copy the data across to your master, before closing it and moving on to the next one.
Rather than search for '*.xls' files it may be better to use a mask to make sure you only open files required.
It may also be best, if the files are not going to be in the same place each time, for the vba to refer to one fixed directory and just copy the files into place when required.
Sub App_FileSearch_Example()
Dim OWB As Workbook
With Application.FileSearch
.NewSearch
.LookIn = "c:\vbadud\delivered_files\"
.FileName = "*.xls"
If .Execute(SortBy:=msoSortByLastModified,
SortOrder:=msoSortOrderDescending) > 0 Then
For i1 = 1 To .FoundFiles.Count
Set OWB = Workbooks.Open(.FoundFiles(i1))
'Add copy routine here
OWB.Close
Next i1
End If
End With
End Sub