Link to a cell in another excel file

I have a complex problem which me co-workers a I cannot figure out.
We have many excel files from machines with lots of information about a machine and measurement data. That data is always stored in the same location (cell).
Then there is another large excel file which shows the name of the machine and measurement data.
I have used <shift><F3> to link the information in the large file to the smaller machine files. This works but is lots of work and it seems that I can automate this.
<shift><f3> generates a link like this: /General/NEN Keuringen/Apparatuur/[WTB-003.xlsx]Blad1'!$E$33
What I need to do is change the file in between the [. ] . I have created two cells in the large file: one WTB-00* or whatever the small file is named. And another which generates the actual filename: WTB-003.xlsx. But I cannot figure out how to get it in the [ ] .
When using a cell location (like A6), it links to a file called A6. I have also tried using "INDIRECT" function, but clearly I just don't know enough about excel to get this working.
I realy hope someone can help (and understands what I wrote), because this can save me a lot of work :-)

Wow , that is amazing, could not have done this myself! Thanks a lot