Data Pulling - One Excel Sheet to Another From Dropdown List

Hello all!

I am relatively new to Excel and I need help trying to pull data from one file to another using a drop-down list. Any help would be much appreciated! 

I know how to create drop-down lists, and I am able to index/pull-data from one sheet to another. The problem I am facing is that the syntax that I use for pulling data from one sheet to another is not the same need to pull from one data file to another file. I have not been able to figure out the syntax.  

I will try to explain the best I can what I am trying to do below: 
"Employee1" - This is a file in which I would like Employee 1 to input some of his/her put string data/notes per month. It contains January through December sheets.  
"MasterFile" - From this file I would like to be able to access Employee 1's data and any other employee I choose from a dropdown list (there are about 150 employees). The droplist contains a list of employee file names and the month I would like to review. 

For example, I have been using the following sytax to access data from the Employee1 file to the MasterFile: '[Employee1.xlsx]January'!E1 (let's call this Formula 1)<-- This works but I have to manually input the month and file name. 

What I need is to make "Employee1.xlsx" and "January" change in Formula 1 depending on my employee and month selection from the dropdown list in the MasterFile.

The employees dropdown list is in cell E5 and month in E6, so I thought I could just type '[E5]E6'!E1
but that did not work. Then I learned about the INDIRECT() function -- the syntax in the videos I saw on YouTube were easy to follow but they did not deal with file-to-file data transfer, they were only sheet-to-sheet. 

Any ideas on how to get this working would be very appreciated, thank you all in advance!