You can create a macro with the function of an algorithm Search patterns?

Short but useless answer, Yes, I expect it is possible. Unfortunately, I do not understand what you are trying to do. Do you know what search and/or pattern matching algorithm you want to use? What does the data look like that you want to apply these algorithms to? Could you provide a simplified sample spreadsheet with a worked example to help us understand what you are trying to do, what parts you already know how to do, and what parts you are having trouble with?

I don't think you have provided enough information to provide specific help (or I am still not understanding).

You refer to "each statistical file": What type of file are these files? Text, Excel, Other spreadsheet, Access/other database file, or some other file type? Are you familiar with the VBA statements and/or object model that are used to interact with whatever file type these statistical files are?
You say that the main question is how to raise the topic or header of each file. What is the topic or header and where is that information stored in the statistical file?