Vba to pull file from sharepoint

[Jared_Jones_23]

Hello I have written a macro that when run, it opens a local documents folder and lets you select any number of files, the files are then copied and pasted into the original sheet. Now I am trying to pull files from an online sharepoint using the same macro. I am having trouble referencing the sharepoint to be the folder that is opened to select files. Here is my code and the highlighted part is where my trouble is. Any suggestions are appreciated thank you.

Sub Data()
Dim filenames As Variant
Dim macroname As String
Dim fnam, cse As String
Dim wbOpen As Workbook
Dim i, src_frow, src_lrow, tgt_frow, tgt_lrow, src_lcol, delcnt As Long
src_frow = 20
tgt_frow = 20
src_lcol = 138
cse = Range("D4").Value
delcnt = 0
macroname = "New SAM MACRO_COMBINE_3.xlsm"
fnam = ActiveWorkbook.Name
'If fnam <> macroname Then
' MsgBox "Please open " & macroname
' GoTo endout
'End If

Application.ScreenUpdating = False

filenames = Application.FollowHyperlink("http://my.website.my.shared Documents", , , True)
counter = 1
While counter <= UBound(filenames) ' ubound determines array size

Application.EnableEvents = False
Set wbOpen = Workbooks.Open(filenames(counter))
Application.EnableEvents = True

Sheets("Data").Select
Range("A20").Select
Selection.AutoFilter
ActiveSheet.rows.EntireRow.Hidden = False
ActiveSheet.Columns.EntireColumn.Hidden = False

If cse = "Total" Then
Call delbrows1(src_frow)
Else
Call delbrows2(src_frow, cse, delcnt)
End If

src_lrow = LastRowIndex(ActiveSheet, "B") 'LastRowIndex(ActiveSheet, 2)
Range(Cells(src_frow, 1), Cells(src_lrow, src_lcol)).Copy
Windows(macroname).Activate
tgt_lrow = src_lrow - src_frow + tgt_frow
Range(Cells(tgt_frow, 1), Cells(tgt_lrow, src_lcol)).PasteSpecial
Application.CutCopyMode = False
wbOpen.Close False
tgt_frow = tgt_lrow + 1
counter = counter + 1
cwrite = counter - 1
Wend

Call mod_cse(src_frow, cse, filenames, cwrite)
Application.DisplayAlerts = False
ActiveWorkbook.SaveAs "SAM_" & cse & "_" & Format(Now, "yyyymmdd") & ".xlsx", FileFormat:=51
Application.ScreenUpdating = True
Application.DisplayAlerts = True
MsgBox ("File saved as: " & ActiveWorkbook.Name _
& vbCr & vbCr)
Sheets("Data").ListObjects("Table3").Range.AutoFilter Field:=2, Criteria1:="<>"
endout:
End Sub