There are many, many, many,... er... and a few more ways
to do this.
which method depends on what you intend to do with the results
and how you want them presented.
Some techniques involve using worsheet formulas like countif.
Others may use the .find method in VBA
I have a sheet  with 4,000 user data records called "Employee".
I created a second sheet and used the formula:
=IF(COUNTIF(Employee!A:A,Employee!A2)>1,CONCATENATE(COUNTIF(Employee!A:A,Employe\
e!A2),":",Employee!A2)," ")
in cell A2.
this looks for a matching value for A2 anywhere in column A (I didn't care if
the employee's
userid also appears anywhere other than the ID column)
I then copied it to the other cells.
If the count is > 1, then it shows the count and the value counted.
you can do something similar in VBA, and change the cell color for the
duplicated records.
it all depends on what the data looks like and what you want to do with it.
So... before we can help, we really need to know more details.
Saying "I want to check in this whole excel  any value is duplicated" it too
vague.
I mean, do you really want to know if two people have the same first name?
Or, do two people have the same phone number?
Or, what if someone's first name is the same as someone else's street address?
I suspect that "any value is duplicated" isn't exactly what you meant.
so, what types of employee data are you checking, and what do you want to do if
there is a duplicate?