VBA stop macro if the file we refer to is not opened

Of course you don't have to remember "magic 64" - there is a constant vbInformation
Or I suppose, such situation shall trigger higher level of alert so vbCritical (16) will be more appropriate.

On Error Resume Next
Err.Clear
Windows("Workbook.xls").Activate
If Err Then 
  MsgBox "Workbook.xls is not open", vbCritical
  Err Clear
  Exit Sub
end if
On Error GoTo 0