VBA to open file with a variable name

Posting code between [CODE] [/CODE] tags makes your code much easier to read and copy for testing, it also maintains VBA formatting.

Try this:

Workbooks.Open "M:\R\2020\EFR - " & Format(varCellmonth,"00") & "." & Format(varCellday,"00") & "." & varCellyear & ".xlsm"