A Worksheet can only use one Data Source at a time. A Workbook can have many Data Sources, with each Worksheet using a single Data Source. You can tell which Data Source has at least one Measure or Dimension in a Row or Column Deck within the current sheet when a check mark appears over the Data Source icon.
If none of the Data Sources has a check mark over its icon, that means the current sheet is not using any of your Data Sources.
As soon as you click a Data Source then drag a Dimension or Measure from it into a deck, that Data Source will become active for the current sheet and a check mark will appear over it.
See Managing Data Sources for more information on renaming, exporting and closing your Data Sources.