I have attached some code that will complete the task. Let me know how this works. The code runs by going through a list of file paths that you provide in a range of cells. This path must start with the drive location and go all the way down to the filename with its extention.
Example:
C:\Users\Matthew Sheskey\Desktop\ExcelImport.xlsx
You can provide as many as you would like. The only restriction here is Excel can only handle 250ish sheets.
You mentioned the sheets you have only have one worksheet. I structured the code to take all of the worksheets in the workbook just in case you want to add more/take more sheets later. This is easily changed to take only 1 sheet if thats the desired functionality.
The code pastes values now. Let me know if you want me to change the code to paste everything including formatting.
The workbooks must be closed when you run this macro. I am working on some changes right now to check whether they are already open and from there only close the ones that were not already open. I am also working on some code to take the filenames and sheet names and combine them into naming the worksheet in the new workbook. This may not work because sheet names are capped at 32 characters. I thought this functionality was needed after testing. I found the consolidated workbook had a dozen or so sheets and was hard to keep track of them. Let me know if you do not want this.