Use F8 to step through the macro one command at a time. Specifically when you get the:
        'Open file
            Set wbData = Workbooks.Open(fPath & fName)
...hover your mouse over fPath and fName, do you see the values in those variables, are they correct? When you F8 past that line, does it OPEN the file?

The macro just copies the first sheet in the opened file into the main workbook.