This is tested, and will open the last modified file in a given folder, using both codes you posted, modified to work correctly. It copies each sheet from the opened workbook into the file the code is run from (must have this code in the desired destination workbook....)

Hope that gets this down..sorry for the confusion about what it was you needed to do....

Let me know if you need it modified to do anything else.

[VBA]
Sub CombineFiles()

Dim Path As String
Dim FileName As String
Dim Wkb As Workbook
Dim WS As Worksheet

Application.EnableEvents = False
Application.ScreenUpdating = False

Path = "Z:\Performance\Daily Data\Sample" 'do not put the \ at the end

With Application.FileSearch
.NewSearch
.LookIn = Path
.LastModified = msoLastModifiedAnyTime
.FileName = ""
If .Execute(msoSortByFileName, msoSortOrderDescending, True) > 0 Then
Workbooks.Open .FoundFiles(1), xlWindows

End If
End With
Set Wkb = ActiveWorkbook
For Each WS In Wkb.Worksheets
WS.Copy After:=ThisWorkbook.Sheets(ThisWorkbook.Sheets.Count)
Next WS
Wkb.Close False
Application.EnableEvents = True
Application.ScreenUpdating = True

End Sub
[/VBA]