Code:
Sub Test_MergeRun()
Dim dat$, sql$, p$, doc$, c As Range, r As Range
p = "c:\MyFiles\Word\sb\sb"
dat = "c:\MyFiles\Excel\Dat\dat.xls"
sql = "SELECT * FROM 'Sheet1$'"
Set r = Range("A2", Cells(Rows.Count, "A").End(xlUp))
For Each c In r
doc = p & c & ".docx"
MergeRun doc, dat, sql
Next c
End Sub