You don't say in what way your program is not working for you. On my system (Windows running perl 5.15) there were a few problems.

I added use strict;, which I do habitually. This revealed one fault and I made two other changes to avoid warnings. Then the program ran but produced an empty file, so I added an explicit close() and it created worksheets as expected. I ended up with the following:

use strict;
use warnings;

use Spreadsheet::WriteExcel;
#use Spreadsheet::ParseExcel;
#use Spreadsheet::ParseExcel::SaveParser;
my $workbook;
my @s;
my $Month="Sept";


sub create_excel {

    $workbook = Spreadsheet::WriteExcel->new('FAISTATS_'."$Month".'.xl
+s');

    for ( my $i=1;$i<=8;$i++) {
        $s[$i] = $workbook->add_worksheet( "cpzea0".$i."a0001" ) ;
    }
    $s[9] = $workbook->add_worksheet( "WEEKLY" ) ;
    $s[10] = $workbook->add_worksheet( "MONTHLY" ) ;
}


create_excel();
$workbook->close();
[download]

It may help you to review the caveats about close() in Spreadsheet::WriteExcel.