1. A worksheet must be active when you issue the 'worksheet' command. Each pair of commands will create and activate a graph window. Therefore you need to activate the next worksheet before you plot it.
2. 'worksheet -s' takes column and row numbers for arguments.
Assuming your plotting Data1, Data2, Data3, Data4, Data5 this should work...
win -a Data1; // activate first wks i1=colnum(J); // get # of col J i2=colnum(U); // get # of col U worksheet -s i1 0 i2 0; // select entire columns worksheet -p 201 Scatter; // plot
win -a Data2; // activate next wks i1=colnum(J); i2=colnum(L); worksheet -s i1 0 i2 0; worksheet -p 201 Scatter;