To select entire row/column click on the row heading/column heading. To select entire sheet click sheet tab. Click the tab for the first sheet, and then hold down SHIFT and click the tab for the last sheet to select two or more adjacent sheets. To select two or more non adjacent sheets click the tab for the first sheet, and then hold down CTRL and click the tabs for the other sheets.
To select all sheets Right-click a sheet tab, and then click Select All Sheets on the shortcut menu.