Different strategies apply depending on what you're trying to achieve. Creating hundreds of worksheets for a dashboard is definitely a bad idea. But there are multiple creative ways you can show the information you want with tooltips, labels, headers, reference lines, and so much more. This way, the information lives on one worksheet (a bar chart with totals for instance).
So the real question is, what do you want to create?
I want to create a dashboard, with many many objects on different places. Just to give an idea, this dashboard have 10 areas, some of them just numbers (sales and percents) anothers have bar charts, bar charts with lines, gauges, stacked bar charts, more numbers, more percents.
All the information comes from differents workbooks, so is not possible to create just one because is not related (at least not directly).
What do you recommend?
So, no options to this?
There is no way to put floating measures and dimensions?
I am not sure if I am understanding you correctly, but you can float in Tableau as well. You have to create a view with your dimensions and measures, and then ctrl+shift+drag your view onto a dashboard.
If you click the Layout tab at the top, you can control the size and location of that view.