Assuming that you want to be able to read one sheet at a time you can do this with one step per sheet. Each step has a dataset for the sheet, with the "At end of Data" set to execute the next read step. The last step is set to end the test when the data is finished.
The next step for each data set is your main test - this loops to the first data-set when complete.
This sounds confusing - so attached is an example project. There is a simple spreadsheet and a single test. The spreadsheet contains one row headed data per sheet, just by way of an example
I hope that this helps.