Já resolvi com o código:

Sub ImportPlan()

Dim wsheet As Worksheet
caminho = "C:Users..."
For Each wsheet In Worksheets
If wsheet.Name <> "Matriz" Then
nomeplan = wsheet.Name
Sheets(nomeplan).Select
Sheets(nomeplan).Copy
ActiveWorkbook.SaveAs Filename:=caminho & nomeplan & "" & nomeplan & ".xlsx" _
, FileFormat:=xlOpenXMLWorkbook, CreateBackup:=False

ActiveWorkbook.Close
End If

Next

MsgBox "Planilhas Salvas"
End Sub