So if you can see the file in the Files and Folders tab then you can check its properties to find out its actual name (also called the path). You will need that in your code. So copy it from the properties window and paste it into the code window.
libname x xlsx "fully qualified name of your file";
Now each SHEET in the XLSX file can be treated as a SAS dataset.
But it probably will work best to first just copy all of the sheets into work datasets and then code from that.
proc copy inlib=x outlib=work;
run;
If you will need to continue to use this data you might want to write back out as permanent SAS datasets.