Try this example Omzala
Copy this macro in a normal module
Sub Copy_All_Sheets_To_New_Workbook()
Dim WbMain As Workbook
Dim Wb As Workbook
Dim sh As Worksheet
Dim DateString As String
Dim FolderName As String
Application.ScreenUpdating = False
DateString = Format(Now, "yy-mm-dd hh-mm-ss")
Set WbMain = ThisWorkbook
MkDir WbMain.Path & "\" & WbMain.Name & " " & DateString
FolderName = WbMain.Path & "\" & WbMain.Name & " " & DateString
For Each sh In WbMain.Worksheets
If sh.Visible = -1 Then
sh.Copy
Set Wb = ActiveWorkbook
Wb.SaveAs FolderName _
& "\" & Wb.Sheets(1).Name & ".xls"
Wb.Close False
Set Wb = Nothing
End If
Next sh
MsgBox "Look in " & FolderName & " for the files"
Application.ScreenUpdating = True
End Sub