See here an example how do you could load multiple sheets.
I'm not sure if it's possible to recognize within the sheet-table the last or newest sheet but if there isn't an unique indicator then you could store the already loaded sheetnames and check these within an if-loop if they match with the available sheets or not.
Just putting here the code to do so using part of what Marcus shared
set file = '[PATH]\[FILE].xlsx';
ODBC CONNECT32 TO [Excel Files;DBQ=$(file)];
order by TABLE_NAME DESC;
let LastTab = replace(Peek('TABLE_NAME',0,'Last'),'$','');
drop Tables tables,Last;
(ooxml, embedded labels, table is $(LastTab));