Select rows that match each item from array - arrays

Question

In Excel file1, I have very big table, with numbers in each row in same column (let's say col F).
In Excel file2, I have numbers also in one column (let's say col A).
Q: How I can select all rows in file2 that contain numbers from file1 col A.
I found how to select rows in file2 that contain one string from file1... but array of strings is a little bit tricky for me and the array in file1 is very big.
Sub SelectManyRows()
Dim CatchPhrase As String
Dim WholeRange As String
Dim AnyCell As Object
Dim RowsToSelect As String
CatchPhrase = "10044" // <- here should be array from file1 col A
'first undo any current highlighting
Selection.SpecialCells(xlCellTypeLastCell).Select
WholeRange = "A1:" & ActiveCell.Address
Range(WholeRange).Select
On Error Resume Next ' ignore errors
For Each AnyCell In Selection
If InStr(UCase$(AnyCell.Text), UCase$(CatchPhrase)) Then
If RowsToSelect <> "" Then
RowsToSelect = RowsToSelect & "," ' add group separator
End If
RowsToSelect = RowsToSelect & Trim$(Str$(AnyCell.Row)) & ":" & Trim$(Str$(AnyCell.Row))
End If
Next
On Error GoTo 0 ' clear error 'trap'
Range(RowsToSelect).Select
End Sub

Answer 1

The following idea is trying to avoid looping which is usually inefficient. Instead, I used AdvancedFilter assuming its possible with the set of data you have.
The code works fine for the following set of data located in different sheets (File1 and File2). You would need to change it to work with workbooks as you need.
Sub qTest()
Sheets("File1").Activate
Dim sRNG As Range
Dim aRNG As Range
Set sRNG = Sheets("File2").Range("S1", Sheets("File2").Range("S1").End(xlDown))
Set aRNG = Sheets("File1").Range("A1", Sheets("File1").Range("a1").End(xlDown))
aRNG.AdvancedFilter Action:=xlFilterInPlace, CriteriaRange:=sRNG, Unique:=False
Dim aADD As String
aADD = aRNG.SpecialCells(xlCellTypeVisible).Address
aRNG.Parent.ShowAllData
Range(aADD).Select
End Sub

Answer 2

Something akin to this could be used. Select is avoided, except to actually select the rows you're looking for. Also this dynamically adds the same numbers to a range to be selected at the end.
Dim cl As Variant
Dim first_range As Boolean: first_range = True
Dim colF_range As Range, selected_range As Range
'colF_range is the list in File 2
Set colF_range = Workbooks("File2").Worksheets("Your_Worksheet") _
.Range("F:F")
'Go through each cell in the File 2 list
For Each cl In colF_range
'Look if that cell's value matches something
'in File 1 column A
If Not Workbooks("File1").Worksheets("Your_Worksheet") _
.Range("A:A").Find(cl.Value) Is Nothing Then
'If so, select that row in File 2
If first_range Then
Set selected_range = cl.EntireRow
first_range = False
Else
Set selected_range = Application.Union _
(cl.EntireRow, selected_range)
End If
End If
Next