Try this code
Option Explicit

Sub cons_data()

Dim Master As Workbook
Dim sourceBook As Workbook
Dim sourceData As Worksheet
Dim CurrentFileName As String
Dim myPath As String
Dim sname as string

Application.ScreenUpdating = False
Application.DisplayAlerts=false

'The folder containing the files to be recap'd
myPath = "D:\Test"

'Finds the name of the first file of type .xls in the current directory
CurrentFileName = Dir(myPath & "\*.csv")

'Create a workbook for the recap report
Set Master = ThisWorkbook

Do
    Workbooks.Open (myPath & "\" & CurrentFileName)
    Set sourceBook = Workbooks(CurrentFileName)
    Set sourceData = sourceBook.Worksheets(1)
    
    With sourceData
        sname = Left(CurrentFileName, Len(CurrentFileName) - 4) & "Data"
        Master.Worksheets.Add(after:=Master.Worksheets(Master.Worksheets.Count)).Name = sname
        .Cells.Copy Master.Worksheets(sname).Range("A1")
    End With
       
    sourceBook.Close
  
'Calling DIR w/o argument finds the next .xlsx file within the current directory.
CurrentFileName = Dir()
Loop While CurrentFileName <> ""

msgbox "Done"

Application.displayalerts=True
Application.ScreenUpdating = True

End Sub
Copy the Excel VBA code
Select the workbook in which you want to store the Excel VBA code
Hold the Alt key, and press the F11 key, to open the Visual Basic Editor
Choose Insert | Module
Where the cursor is flashing, choose Edit | Paste

To run the Excel VBA code:
Choose View | Macros
Select a macro in the list, and click the Run button