You can either create formulas to link in data from each workbook in the directory or create a VBA macro that loops through the files in the directory and extracts data into a master workbook.
To create the macro you need to use some VBA code such as the following. VBA Code:
Sub ImportFiles() Dim sh as Worksheet, sPath as String, sName as String Dim r as Range, fName as String set sh = Activesheet sPath = "C:\Myfolder\MyTextfiles\" sName = Dir(sPath & "*.txt") ' or ".CSV" - whatever is appropriate do while sname <> "" set fname = sPath & sname set r = sh.Cells(rows.count,1).end(xlup) ' now the recorded code with r used to specify the import location ' and fname used to specify the file name sName = dir() Loop End sub