Hi Paolo,
To my knowledge there's no simple way to just tell Excel to check all existing sheets.
You'll need at least a list of the names of sheets. Then you can use array formula to check all from that list.
Let's say you listed your sheet names that you'd like to search in a column ranging from A1 to A20 (and D1 contains what you'd like to find), then you can use this formula, to apply the search to all sheets. INDIRECT lets you create the sheet references using a formula and the Array feature applies it to all of them that you listed. It is very important that after adding the formula in the bar do not press Enter! Press instead Ctrl+Shift+Enter, this is how you apply Array formulae.
=SUM(COUNTIF(INDIRECT("'"&A1:A20&"'!A:ZZ");"*"&D1&"*"))
when done correctly, it will appear in brackets like this:
{=SUM(COUNTIF(INDIRECT("'"&A1:A20&"'!A:ZZ");"*"&D1&"*"))}