Yes! You've to union your sources before that you need to consolidate all your excel files in a single workbook. Once done then connect the consolidated file and drag all other sheets on top of first sheet to union. If you don't want to consolidate then follow the other approach
Convert your excel files to .csv and put all 12 text files in a folder then connect any one csv file, tableau will automatically list down all the csv from your directory in Sheets sections. As you've mentioned data structure is identical then just drag other sources on top of connected source to union all the files. You may find several links and online help over net about union.
Let us know if this help.
Just following up because this thread is opened since long. Did it help to resolve your question? If yes then you may close the thread or let us know if you still have any query.
Yes Mahfooj! 2nd Option was pretty much helpful.