The "Replace Data Source" function will replace data source in all worksheets, regardless of what sheet is selected at the time of replacement.
The easiest thing would be to overwrite the old Excel file with new. Tableau will then sort everything out automatically on connecting.
But if you want to keep both old month sheet and the new one in the same Tableau workbook, then it becomes tricky - need to think about it...
I really appreciate your reply. You are understanding correctly that what I am trying to do is add worksheets as each month's new data comes in. I have realized that I can create a new workbook for each new month by extracting new data and replacing the data source to the new month. But this would prevent me from creating a dashboard on several months materials, and other useful things Tableau was designed to do.
If something comes to you on this, I would, or course, be happt to hear about it.
Is it possible for you to arrange the new month's data to be appended to the previous months' data, with a column indicating what month each row is referring to? If yes, then it is just a matter of using this time dimension to filter months, etc. and you don't have to worry about multiple data sources.
Thanks so much for getting back to me on this. I managed to get some time with Tableau Support and it turns out that for doing what I want this option you suggest appears to be the only option, that is, using one data set and simply applying a time filter. It's a different way of thinking about it, but it works. Thanks you for so generously working on this problem for me.