Use CONCATENATE to create a reference formula

I am trying to use CONCATENATE to create the formula:

=[formula_connect_test.xlsx]data7!$F$2

That would reference some data(numerical) in another excel spreadsheet. When I simply type "=" and then click on the cell I want to reference the formula works fine. However I would like to have the formula look like this:

=CONCATENATE("=[formula_connect_test.xlsx]data",B5,"!$F$2")

Where the cell "B5" contains data(the number 7) to determine which tab on the referenced spreadsheet I would like to pull data from. When I use this CONCATENATE formula it creates the correct formula but rather than the data I want to pull it just leaves this in the cell:

=[formula_connect_test.xlsx]data7!$F$2

When I simply type "=" then click on the cell I reference the formula works no problem returning the numerical data but for some reason it will not when I try to use the concatenate function to create the reference. Does anyone know a solution for this?

I have experimented with using the INDIRECT function but am not very familiar with it. Any idea on how I would structure the statement?

I have tried to used INDIRECT in the following 2 ways but just get a "#REF" error as the output.

=INDIRECT(CONCATENATE("=[formula_connect_test.xlsx]data",B5,"!$F$2"))
=INDIRECT("=[formula_connect_test.xlsx]data"&B5&"!$F$2")