I tried VLOOKUP function for two separate Google spreadsheets but it doesn't support, So I figure it out my required function with a QUERY using a ImportRange function.
Here it is:
=QUERY( ImportRange( "sheet key" , "Course Data!A2:I4" ) , "select Col2 where Col1 = '" & E2 & "' limit 1" )
This is execute well for selected cell, it return value from the second spreadsheet according to the value of the current sheet E2 cell.
What I want to achieve is run this query for entire column (E3, E4, E5...)
I am new to Google Spreadsheets and saw something on internet with ARRAYFORMULA. But I couldn't apply it here.