Probleme résolu !!
Sub Copie()
Dim plage As Range
Dim cell As Range
Dim Name As String
Workbooks("T2").Activate
Set plage = Workbooks("T2").Sheets(1).Range("A2", Range("A2").End(xlDown))
For Each cell In plage
Workbooks("T2A06761 - SI-3958 Excel - Raccourci").Activate
If Not IsEmpty(cell) Then ActiveWorkbook.SaveCopyAs Filename:=Name
Name = cell.Value & "- SI-3958 Excel - Raccourci.xlsm"
Next
End Sub