select rows which has data

It's not entirely clear what you mean... I think you're saying you want to format A:I non-blanks in Main File post collation of data... you can (potentially) identify non-blanks using SpecialCells and Constants, eg:

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the above formats Column A constants as being of General format and bold the values... obviously the range can be extended and/or embedded within a loop if each column is to have different formats applied.