Excel for Mac 2011, I can not delete lines, pages etc.

I was working with Excel for Mac 2008 (i think that was the version). I have updated to 2011 and the Protection of workbooks has me baffled. I have a very old Excel spreadsheet (maybe 2004 started it and have individual sheets for each month for each year up to Dec 2014). It seems the sheet is locked and i can not delete lines, pages etc.!
And therefore I can not get to the bottom of the Workbook to see my tabs (my months/years) to add new sheets and copy from old sheets on this Workbook to new sheets. This is an Expense Report file and copy the previous months (sheet/tab) format to the new month (sheet/tab) and then revise my expense dollars for the new month.

Your help will be very very much appreciated.

PS I did copy the old Workbook (described above) to a new Workbook in Office 2011 but all that copies is the one page (the open worksheet) and I have lost all the old tabs/sheets/months!

Thanks for the idea but I don't get anything when I right click on the tab. I am certain that all workbooks (old and new) are protected/locked and I just can't figure out using Office 2011 how to unprotect/unlock.......to me the options under Protection are very confusing and not user friendly!