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excel - Copy data from another Workbook through VBA

Guys here's what I want to do and I have a little trouble doing it. I have 1 Workbook where I want to collect data from different files doing something like this.

Do While THAT_DIFFERENT_FILE_SOMEWHERE_ON_MY_HDD.Cells(Rand, 1).Value <> "" And Rand < 65536
        then 'I will search if the last row in my main worksheet is in this file... 
End Loop           

If it is I'll quit the While Loop, if it's not I'll copy everything. Actually this won't work as I want but I won't have trouble finding the right algorithm.

My problem is that I don't know how to access different workbooks.

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The best (and easiest) way to copy data from a workbook to another is to use the object model of Excel.

Option Explicit
Sub test()
    Dim wb As Workbook, wb2 As Workbook
    Dim ws As Worksheet
    Dim vFile As Variant

    'Set source workbook
    Set wb = ActiveWorkbook
    'Open the target workbook
    vFile = Application.GetOpenFilename("Excel-files,*.xls", _
        1, "Select One File To Open", , False)
    'if the user didn't select a file, exit sub
    If TypeName(vFile) = "Boolean" Then Exit Sub
    Workbooks.Open vFile
    'Set targetworkbook
    Set wb2 = ActiveWorkbook

    'For instance, copy data from a range in the first workbook to another range in the other workbook
    wb2.Worksheets("Sheet2").Range("C3:D4").Value = wb.Worksheets("Sheet1").Range("A1:B2").Value
End Sub

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