Hi there - you will need to put a nested loop construct in place, firstly for each workbook in the folder and then for each sheet in the workbook.

For each workbook you will require code similar to this:

for each vFileName in FileList('.\*.xls')

And then within that loop, you will need to loop for each sheet.  It is possible to get a list of all sheets in an Excel spreadsheet by connecting to it with an ODBC connection and calling the SQLTables function.  But as you know the sheets are sequential from 1 that seems overboard.  I would probably put an extra sheet 0 on each workbook that contained a cell with the number of sheets.  The code would then be a bit like this:

Temp_Sheets:

LOAD

     Sheets

FROM $(vFileName)

(biff, embedded labels, header is 1 lines, table is [0$]);

let vMaxSheet = peek('Sheets', -1, 'Temp_Sheets');

DROP TABLE Temp_Sheets;

for vSheetNo = 1 to $(vMaxSheet)

     Data:

     LOAD

          [... Field List ...]

     FROM $(vFileName)

     (biff, embedded labels, header is 1 lines, table is [$(vSheetNo)$])

next

Obviously this does rely on the sheets being sequential from 1, otherwise the load will fall over.  In this case explore the SQLTables route.