Try this :
Sub test()
Dim rng, rng2 As Range
Dim cel, cel2 As Range
lr1 = Workbooks("01").Sheets(1).Range("f" & Rows.Count).End(3).Row
lr2 = Workbooks("02").Sheets(1).Range("f" & Rows.Count).End(3).Row
Set rng = Workbooks("01").Sheets(1).Range("f1:f" & lr1)
Set rng2 = Workbooks("02").Sheets(1).Range("f1:f" & lr2)
For Each cel In rng
For Each cel2 In rng2
If cel <> "" And cel = cel2 Then
cel.Interior.ColorIndex = 3
cel2.Interior.ColorIndex = 3
End If
Next cel2
Next cel
MsgBox "there are duplicates present"
End Sub