Mailmerges only work with a single data source - in this case a single worksheet. Depending on your workbook structure and output requirements, however, a combination of meregefields and DATABASE fields may suffice. See, for example:
https://www.msofficeforums.com/mail-...-multiple.html
https://www.msofficeforums.com/mail-...tml#post151706
Merge excel list into Word Receipt
(the second of these uses a macro to apply some additional formatting).