Extract Data From Multiple Files

Hi Everyone, I'm trying to extract data from tens of files at once and depending on the file name it should carry out a specific action, i.e. copy specific cells to the master file, or simply ignore the file, and go to the next.
To clarify things a little bit, 'Data' tab is in the master file and all of the extracted data should be pasted one under another there, but at the moment it doesn't even recognise the file names for some reason, and just skips to the empty msg box. Not sure why that is and would greatly appreciate any help with getting this macro to work.

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Many thanks!

Sorry with the 'Test' thing- that was obviously a mistake when trying to create an example. As for the folder with files, it's just a bunch of xls, xlsx & csv files and left/right/mid are more than fine to use based on the names. Thanks!

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Thanks!