It seems that some linebreaks have disappeared when you posted the code into your post, but assuming you are aware of this, I assume that the main problem you have is figuring out the name of the file you want to open?
The VBA Dir-function lets you search for a file in a folder, and lets you include wildcards in your search. I've included this function in your sub, and have tested it with a similarly named file on my computer (albeit without the copying of the sheet), and it opened the sheet:
Sub OpenCopy()
  Dim directory As String, fileName As String, sheet As Worksheet
  Application.ScreenUpdating = False
  Application.DisplayAlerts = False
  directory = "z:\FY1415\FI\Weekly Report\Astry\"
  fileName = Dir(directory & "TFM_" & Format(Date, "yyyymmdd") & "*.xls*")
  If fileName <> "" Then
    With Workbooks.Open(directory & fileName)
      .Sheets("MSP").Copy After:=Workbooks("Generate Report 2.xlsm").Sheets("PlanOEE")
    End With
    ActiveSheet.Name = "MSP"
  End If
  Application.ScreenUpdating = True
  Application.DisplayAlerts = True
End Sub
The line relevant for finding the filename is, as you probably see:
fileName = Dir(directory & "TFM_" & Format(Date, "yyyymmdd") & "*.xls*")
I have simply used Dir to do a search for file fitting the string inside the parantheses, where the asterisks are wildcards. The reason I have included an asterisk after xls too is because there is a chance the file can have extensions such as xlsx or xlsm in newer versions of office. I've also added a backslash at the end of the directory string, since you'll have to include it before the filename anyway.
I have also added an if-clause around what you do with the workbook you open, in case no file fitting the search is found.
Note that this sub will only do what you want provided that there only is one file generated for each date. If you want to  loop through all files which includes a given date, I would recommend having a look at this post here on SO, which explains how to loop through all files in a folder, modifying the macros presented there to fit your needs should be fairly trivial.