Referring to cells in a second excel document?!?

I have a huge document called INFO.xlsx which contains a lot of information
I have a small document called WELCOME.xlsx which uses some of the information from the INFO.xlsx

From WELCOME I refer to the cells in INFO like this:

= INDIRECT("'["&Sheet2!B1&".xlsx]INFORMATION'!$C$6")

(Sheet2!B1 contains the correct filename of INFO)

If I open WELCOME.xlsx - all the fields give error: "#REF!"
If I then open the INFO.xlsx - all the fields now show correct data

Why do I have to open both documents for WELCOME.xlsx to work correctly?
Isnt there a way to let WELCOME.xlsx refer to cells in INFO.xlsx without having both documents open?