How to Copy data from Sheet 1 to sheet 3 by using sheet 2 (Contains Regex of each column)

Maybe :

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Code is working well but if i change data in Account Number to "asd"(Wrong data) then after checking regular expression it showing OK.

Do you understand regular expression syntax ?
From your screenshot, on Sheet2!B2, the regular expression for "Account Number" is "^[a-zA-Z0-9]+$"
This means: lowercase a to z, uppercase A to Z, number 0 to 9 should be allowed, but you said "asd" is wrong data ?
If you want this column is number only, then the regular expression should be "^[0-9]+$" (just the same as for the Bank Code on cell Sheet2!B9)

Also for "Address", "Bank Name", "Bank Branch", "Bank Address", your regular expression is "^[A-Z0-9\s/\-\?:\(\)\.,'\+]+$"
Notice that there is no a-z, which means lowercase is forbidden, but from your screenshot on post #3, for cell B2 for example, you mark this cell as green while it should be red (lowercase is forbidden).

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This is the modified code as your request to test and mark individual cell (not whole row) :

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You are welcome.

It's up to you which method you will choose. Here I provide the second method, this Sub Test2() will call Sub Test() and then copy the output to a new workbook.
If you want the first method, then just add the code of this SubTest2() to the end of Sub Test() (remove the "Call Test" line).

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Thank you very much for your Answer........!!!!!!!!!!!
Code is Running Properly.........!!!!!!!!!!!

i wants to make header name in "Report.xls" in Blue Color and all columns should be autofilterd.
and i wants to store ouput file path is given in sheet4. Where should i make changes.
Cap.JPG

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Thank you code is working very well....!!!!!!!!!!

But the problem is i have executed it first time the report is file is generated successfully. Without deleting the report.xls file from output path , i tried to execute code second time, the second report.xls file is not get generated but previous file gets overwrited. when i go to execute it for second time it should not overwrite previous file new file should be created.