VBA is a pretty non-descript question topic, and I suspect there is some loss of context in the translation...
I can't tell if you are asking literally if it is possible to create an Excel application event procedure that would run on every workbook, or if you are using the term "workbook" when you mean worksheet?
In either case, the answer is Yes. You can create workbook level events by putting appropriate code in the VBE "ThisWorkbook" object. You would be coding the SheetChange event, and whatever your code (target.value = "change") might be... it would apply to each worksheet in the workbook.
Application level events are a bit more complicated, but you can certainly create them. In this case you would be programming an "add-in" for Excel. Which means you would be saving the code as a ".xlam" file and setting the "IsAddin" property to true. Which essentially hides all of the associated (although still usable) worksheets. In your add-in, you would be coding in Class modules to create your application level events; and these events would apply to any workbook you open. This typically requires a little more experience and familiarity with VBA and frequently requires more lengthy explanations that may be too exhaustive for people to want to contribute. In this case I would say you might want to search the net related to "Excel Application Level Events", "How to create Add-ins for Excel" and possibly "Excel VBA Class Modules" to read-up a bit and then maybe ask more specific questions.