Sub stantial()
   Dim myfiles, wb As Workbook, ws As Worksheet
   myfiles = Dir(ThisWorkbook.Path & "\*.xlsx")

   Do While Len(myfiles) <> 0
       'Debug.Print myfiles
       '~~> open as readonly since you don't want to alter the original
       Set wb = Workbooks.Open(ThisWorkbook.Path & "\" & myfiles, , True)
       '~~> Do your stuff here (edit, copy, sort etc...)


'mi código
'Acá estoy intentando reemplazar el archivo abierto. No funciona.
    Application.DisplayAlerts = False    
    ActiveWorkbook.Save
    Application.DisplayAlerts = True
    
    
       wb.Close False
       Set wb = Nothing '~~> clean up
       myfiles = Dir
   Loop
End Sub

Set wb = Workbooks.Open(ThisWorkbook.Path & "\" & myfiles, , False)