Hi Lakshmi,
The tabs you are talking about appear only for the sheet in which you open your first query. As you embed other queries in the new sheets of the workbook, these tabs do not appear.
I think, The only way you can get them for another sheet is to write macro for them.
There must already be a Macro written for the one that appears by default, I believe that can be extended to other sheets also. I am checking the possiblity of same. I'll let you know if I come accross something more useful.
Regards,
Saurabh