No, there can only be one "Data Source".

It may be possible to work around this but it depends on what you want to do
and what data you have in your spreadsheets. If, for example, the columns in
your two sheets are the same and you just want to treat the data as if the
second sheet's data followed the first, then
a. the simplest approach is just to combine the contents of the two sheets
into a new Excel sheet, and use that as the data source. You could do that
manually or probably using some Excel VBA.
b. it is possible to use Word VBA'sOpenDataSource method, the ODBC
connection method, and an SQL UNION query to get the data from both sheets.
Personally, I'd avoid attempting that unless I really had to.