Sub QWE()
Dim strFol As String, i As Long, Rg As Range
With Application.FileDialog(msoFileDialogFolderPicker)
    .Title = "Выберите папку для поиска"
    .Show
    If .SelectedItems.Count =  0  Then Exit Sub
    strFol = .SelectedItems( 1 )
    If Right(strFol,  1 ) <> "\" Then strFol = strFol & "\"
End With
If TypeName(Selection) = "Range" Then
    If Selection.Columns.Count >  1  Or Selection.Rows.Count < Cells.Rows.Count Then
        MsgBox "Выделите один столбец с файлами"
    Else
        i = Selection.Column
        Range(Cells( 1 , i), Cells(Cells( 65536 , i).End(xlUp).Row, i)).Select
        For Each Rg In Selection
            If Dir(strFol & Rg.Value & ".*") = vbNullString Then
                Rg.Interior.ColorIndex =  15 
            Else
                Rg.Interior.ColorIndex =  0 
            End If
        Next
    End If
Else: MsgBox "Выделите список файлов"
End If
End Sub