Opening a workbook and copying pages to master workbook
Separating tasks into multiple subroutines will make the code easier to test and modify.

This  video: Excel VBA Introduction Part 5 - Selecting Cells (Range, Cells, Activecell, End, Offset) will explain why you rarely need to Select or Activate an Object.

I would use .Range("A1") instead of .Range("A1").Rows("1:1") because Range.Copy targets the first cell in the destination.  

Refactored Code

Sub Load()
    LoadDailyWorkbook
    LoadLastWeeksWorkbook
End Sub

Sub LoadDailyWorkbook()
    Const A1BJ200 As String = "A1:BJ200"
    Const A1L3 As String = "A1:L3"
    Dim masterWB As Workbook
    Dim dailyWB As Workbook
    'Set Current Workbook as Master
    Set masterWB = Application.ThisWorkbook
    'Set some Workbook as the one you are copying from
    Set dailyWB = getWorkbook(Sheets("Control Manager").Range("O2"))

    If Not dailyWB Is Nothing Then
        With dailyWB
            'Copy the Range from dailyWB and Paste it into the MasterWB
            .Worksheets("Summary1").Range(A1BJ200).Copy masterWB.Worksheets("Summary").Range("A1")
            TrimRange masterWB.Worksheets("Summary").Range(A1BJ200)
            'repeat for next Sheet
            .Worksheets("risk1").Range(A1BJ200).Copy masterWB.Worksheets("risk").Range("A1")
            TrimRange masterWB.Worksheets("risk").Range(A1BJ200)

            'repeat for CS sheet
            .Worksheets("CS today").Range(A1L3).Copy masterWB.Worksheets("CS").Range("A1").Rows("1:1")
            TrimRange masterWB.Worksheets("CS").Range(A1L3)
            .Close SaveChanges:=False
        End With

    End If
End Sub

Sub LoadLastWeeksWorkbook()
    Const A1BJ200 As String = "A1:BJ200"
    Dim masterWB As Workbook
    Dim lastweekWB As Workbook

    'Set Current Workbook as Master
    Set masterWB = Application.ThisWorkbook

    ''''''''''''Get Last Week Data''''''''''''''''''''''
    Set lastweekWB = getWorkbook(Workbooks.Open(Sheets("Control Manager").Range("O3")))
    If Not lastweekWB Is Nothing Then
        With lastweekWB
            'repeat for next risk Sheet
            .Worksheets("risk2").Range(A1BJ200).Copy masterWB.Worksheets("risk_lastweek").Range("A1")
            TrimRange masterWB.Worksheets("risk_lastweek").Range(A1BJ200)

            TrimRange masterWB.Columns("A:BB")
            .Close SaveChanges:=False
        End With
    End If
End Sub

Function getWorkbook(FullName As String) As Workbook
    If Len(Dir(FullName)) = 0 Then
        MsgBox FullName &amp; " not found found", vbCritical, "File Not Found"
    Else
        Set getWorkbook = Workbooks.Open(FullName)
    End If
End Function

Sub TrimRange(Target As Range)
    Dim results As Variant
    Set Target = Intersect(Target.Parent.UsedRange, Target)
    If Target Is Nothing Then
        Exit Sub
    ElseIf Target.Count = 1 Then
        Target.Value = Trim(Target.Value)
        Exit Sub
    Else
        results = Target.Value

        Dim r As Long, c As Long
        For r = 1 To UBound(results)
            For c = 1 To UBound(results, 2)
                results(r, c) = Trim(results(r, c))
            Next
        Next
        Target.Value = results
    End If
    Target.Columns.EntireColumn.AutoFit
End Sub