Hi Kay,
Yes, this is possible. Open a Financial Statement for which you want to bring in new sheets. Then from the File menu, pick Import Workbook. This looks the same as Import Spec (browse for a different finanical statement data file), but when you confirm your choice, you will be presented with the sheet names in this new file. Select any or all of the sheet names and they will be copied/merged into your open financial statement.
If you don't see File / Import Workbook in your version of the Financial Reporter in Ledger, it may be that you have to update your Ledger to get it.
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Regards,
Softrak Tech Support