Are you trying to look at all the rows 2:58 or just row 2 and row 58?

I'm gonna guess that you want all the rows:

Dim cell As Range
dim myRow as long

with sheets("x340")
For Each cell In .Range("a2:a58").cells  'just define the row
   myrow = cell.row
   if trim(.cells(myrow,"B")) = "" _
     or trim(.cells(myrow,"K")) = "" _
     or trim(.cells(myrow,"L")) = "" then
       MsgBox "Please make sure that column B, K & L are filled on this row"
       Application.Goto cell
       Cancel = True
       Exit For
   End If
Next cell
end with

But you could use "L2,L58" if that's what you wanted.

As a user, I think I'd rather receive that immediate feedback that the worksheet
formula gives me--rather than waiting until I was saving the workbook.

And if you wanted to loop through those worksheets...

Dim wks As Worksheet
Dim cell As Range
Dim myRow As Long
Dim FoundAnError As Boolean

FoundAnError = False
For Each wks In Worksheets(Array("x340", "x342n", "x642e"))
If FoundAnError Then
   Exit For
End If
With wks
 For Each cell In .Range("a2:a58").Cells  'just define the row
   myRow = cell.Row
   If Trim(.Cells(myRow, "B")) = "" _
     Or Trim(.Cells(myRow, "K")) = "" _
     Or Trim(.Cells(myRow, "L")) = "" Then
       MsgBox "Please make sure that column B, K & L are filled on this row"
       Application.Goto cell
       'Cancel = True
       FoundAnError = True
       Exit For
   End If
 Next cell
End With
Next wks