How can I know that I must use worksheets property of workbooks property of application property of oleobject?
That's dependant on understanding the object model for the application that you're trying to work with. There's nothing PB documentation can really help with there.
There are a couple of sections of the Application Techniques manual that cover OLE Automation in depth:
What you might find more useful in this regard though is an article I did for PBDJ, which was an excerpt from the PowerBuilder 9: Advanced Client/Server book.
What I discuss in there is how to use the object browser built into Microsoft Office products to understand the object model and how to use the functions and properties of the target application.