If you check in the archives for this group, there are 
several previous examples of doing PART of what you ask.

However,  your question is missing WAY too much for us to be very helpful.

What version of Excel are you using?
Do you know anything about VBA programming?
what does your data look like?
Do the workbooks have  more than one sheet in them?
Do you want all the data on all of the sheets of all of the workbooks put into 
one sheet
or are you just wanting all of the sheets moved to one workbook?

If you know anyting about VBA,
This can get you started:

Option Explicit
Sub Find_Files()
    Dim fso, file, fil
    Dim fldr, TempFldr, Ext
    Dim msg
    Set fso = CreateObject("Scripting.FileSystemObject")
    TempFldr = "C:\temp\vba\"
    Set fldr = fso.getfolder(TempFldr)
    msg = TempFldr
    For Each file In fldr.Files
        Ext = fso.getextensionname(file.Name)
        If ((UCase(Ext) = UCase("xls")) _
         Or (UCase(Ext) = UCase("xlsx")) _
         Or (UCase(Ext) = UCase("xlsb")) _
         Or (UCase(Ext) = UCase("xlsm")) _
         ) Then
        msg = msg & Chr(13) & file.Name
        End If
    Next
    MsgBox msg
End Sub


Paul




________________________________
From: Deepak Pal Singh <deepaktheind...@gmail.com>
To: excel-macros@googlegroups.com
Sent: Mon, August 16, 2010 1:59:41 AM
Subject: $$Excel-Macros$$ Fwd: Require A Macro To Compile Data From Different 
Files

Hey Noone is interested to solve this query..!! :-(


---------- Forwarded message ----------
From: Deepak Pal Singh <deepaktheind...@gmail.com>
Date: Tue, Aug 10, 2010 at 2:18 PM
Subject: Require A Macro To Compile Data From Different Files
To: excel-macros@googlegroups.com



Hi All,

I'm looking your help to develop a code where I can compile data from different 
files, these files located in a same folder and can be 20 or 50 I don't know 
that, but macro should search excel files in a specific folder and start to 
compile data.

Thanks
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3. Excel tutorials at http://www.excel-macros.blogspot.com
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5. Excel Tips and Tricks at http://exceldailytip.blogspot.com
 
To post to this group, send email to excel-macros@googlegroups.com

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