have you got a unqiue value in each sheet that you are able to cross reference then together.
Or are you trying to combine all 5 sheets together to make 1 - this way you would either need to make each sheet the same, as per the fields within it, and then just copy and paste into a new one, or you could use an append query to update each table into one master 1.
Or last option a UNION SELECT query, but it would depend upon what you wanted to use the information for after you have combined all tables together.
I hope i have not confused you, if you require any more help then please say...