The PS1 file 'multipleexcelfilestoone.ps1' contains the PowerShell script to combine a folder (at your selection) full of XLS files in to one file. The EXE file is a compiled version of the PowerShell script.
ExcelVBA-CombineAllSheets is code that needs to be inserted in Excel itself via the 'Developer' tab in the ribbon toolbar -> Visual Basic -> Right click on Sheet -> Insert Module -> Paste code. It will combine the disparate sheets from the PowerShell script.