Hi Silambarasan Manickam,
To connect without ODBC driver connection, first you need to create new "Folder" connection in Data load editor.
After creating the connection you need to select data to load multiple excel with multiple sheets, click on the select data option
Try the code below
set i = 1; TableTest: load * inline [AA, BB, CC, DD, EE, FF, GG, HH, II, JJ]; For i=1 to 3 Concatenate(TableTest) LOAD AA, BB, CC, DD, EE, FF, GG, HH, II, JJ FROM [lib://multiple excel/*.xlsx] (ooxml, embedded labels, table is [Sheet$(i)]); next