Is it possible with Azure DevOps 2019 Office Integration to use an excel file with multiple worksheets in which every worksheet is related to a different wiql query? If no, can I use an entire excel file (and all its worksheets) only with one query? Is there any official documentation about using an excel file with different query per worksheet?
Yes, you can use Azure DevOps 2019 Office Integration of excel with multiple worksheets that use their own work item query. Additionally, you can use several queries on one worksheet, but that way may not so comfortable :).
There is a small section about your question:
Q: Can I use multiple worksheets within Excel?
A: Yes. Each worksheet in Excel can contain a different input list or query. However, all worksheets within the workbook must connect to the same project within an organization or project collection.
To bulk add or modify work items in a different project, open a new Excel workbook.