Using the Libname engine it is certainly possible to define a range which includes the file, sheet and range values. Using the Microsoft Jet engine, which is EGs method of accessing Excel, I am not sure you can be quite as versatile.
However, when you are defining the Excel data source and have selected the file, it then prompts you for the sheet you require. If you define a "named range" within Excel, I believe it will populate with the sheet names in the data source definition process.
For help on named ranges, look up Excel Help, or go through the control bar for Insert / Name / Define.