You need to set worksheets and range objects (like Marvin said)

Dim CurrentMth As String: CurrentMth = Sheets("Data Sheet").Range("C3").Value
Dim TargetWS As Worksheet: Set TargetWS = Sheets(CurrentMth)
Dim ExportWS As Worksheet: Set ExportWS = Sheets("Export LLR") ' may be able to make this more flexible

Dim EmployeeName As Range: Set EmployeeName = TargetWS.Rows("2:2") ' may be able to make this more flexible
Dim TotalOvertime As Range: Set TotalOvertime = TargetWS.Rows("37:37") ' may be able to make this more flexible
Dim TotalOnCallHours As Range: Set TotalOnCallHours = TargetWS.Rows("40:40") ' may be able to make this more flexible
abousetta