A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data.
To select a group of worksheets, in this case all of the sheets in the workbook go to the first (left most) sheet in the workbook so it is the active/selected sheet. Then you can use the excel navigation buttons at the lower left corner of the Excel window to 'scroll' to the far right/last worksheet (the >| button should move you right to it) and hold down the [Shift] key as you select that last sheet. That will select ALL sheets from the first to the last.
Actually, the easy way is to right-click on any sheet's name tab and choose the "Select All Sheets" option in the list!! You can search Excel's help for "Select one or multiple worksheets" for more options and methods of choosing sheets.
You can then use File --> Page Setup --> and go to the [Headers/Footers] tab to put the page number into either the header or footer and it will be entered into all sheet's header/footer. Use the [Custom Header] or [Custom Header] for better control of the setup.
When you get out of the Page Setup dialog, be sure you click on just one other sheet to ungroup the sheets so that any other changes you might make won't be made on all sheets also!