Macro for data validation

Why not put the sheets together into one workbook - anyway, try this code in file2, and run it, choosing file1 when the dialog appears: This will fill the cells of column 2 with color based on OK Not OK...

Sub Test()
    Dim W As Workbook
    Dim i As Long
    Set W = Workbooks.Open(Application.GetOpenFilename)
    With W.Sheets(1)
        .Range("A:B").Copy ThisWorkbook.Sheets(1).Range("A:B")
        Application.CalculateFull
        For i = 1 To .Cells(.Rows.Count, "B").End(xlUp).Row
            If UCase(ThisWorkbook.Sheets(1).Cells(i, "C").Value) = "OK" Then .Cells(i, "B").Interior.ColorIndex = 4
            If UCase(ThisWorkbook.Sheets(1).Cells(i, "C").Value) = "NOT OK" Then .Cells(i, "B").Interior.ColorIndex = 3
        Next i
    End With
    'Uncomment the next line to save and close the workbook
    'W.Close True
End Sub