In the example workbook that you can download below you find three macro
examples and some tips how to change the code to fit your needs in Excel
2011 and up.
Note: I use my Custom Dir function for the Mac in the example workbook to get the file names I want.
Download Example workbook
Function version 4.0: 27-Sept-2015
Double-click the dmg file if it does not mount automatically. Drag the file to the folder you want on your Mac. Tip: Use one folder for all your example files (easy to backup your files this way)
You can also try my RDBMerge Add-in if you want, version for Excel 2011 and 2016.