I suggest using "For Each" statement to scroll through all sheets in a
given workbook, and within the "For" creating a new workbook (using
"Add" statement), inserting Cut and Paste (or Copy and Paste) code, and
then saving and closing each new workbook.
Right click on the Sheet tab>Move or Copy>Select New Workbook>click the Copy
box.
Save the new workbook as whatever filename you want.
Repeat for each sheet in existing workbook.
If you open just that file that you want to work with, you can use:
window|arrange|tiled
(make it kind of small so you can see the desktop surrounding that window)
You can ctrl-click and drag each sheet to that desktop area.
Then you can save each of these new workbooks with new names.
(I'd only open the single file--just to reduce the clutter--not for any
technical reason.)