The easiest way to print al of your worksheets in Excel is to right-click a worksheet tab, choose SELECT ALL SHEETS, and then print normally to have the worksheets printed as a single print job.
You could also select FILE, PRINT, SETTINGS, PRINT ENTIRE WORKBOOK for the same outcome.

You can also print selected worksheets instead of printing all of the worksheets. Simply hold down the CTRl key and then select each tab you want to print by left-clicking it with you mouse pointer.

ADDITIONAL TIP:

You can also create custom settings for each worksheet, even when there’s multiple worksheets being printed. To customize your worksheet’s layout, go to Excel’s page layout  tab’s page setup menu. Select the worksheet you want from the page layout tab, and easily adjust the margins, orientation, size, print area, breaks, background, and print titles.

Source: Journal of Accounting, American Institute of CPA’s, Nov.2016