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

The combination of an Array and For Each is also possible:

Sub CellInHeader_snb()
  For Each sh In Sheets(Array("Sheet1", "Sheet2", "Sheet3"))
     sh.PageSetup.LeftHeader = Replace(sh.PageSetup.LeftHeader, Split(sh.PageSetup.LeftHeader, vbLf)(0), "Annual Report")
  Next
End Sub