Is there a way to display a cell information in the header of multiple sheets?

Oh, I see what you mean now. You can cycle through all your sheets like this:

Sub CellInHeader()
Dim ws As Worksheet
For Each ws In ActiveWorkbook.Worksheets
    With ws
        .PageSetup.CenterHeader = "Annual Report " & ActiveWorkbook.Sheets("Sheet4").Range("=A20").Text
    End With
Next
End Sub

cheers,