You will see grouping tools down the left of the screen which you can use to display and hide the data.
If you chose "Create links to source data" then the data is linked to the original cell containing it.
Check that you have all the references there before you continue.
Select the Use labels in: Top Row and Left Column checkboxes.
To do this select an empty sheet in the workbook - add a new one if necessary - and click in it.
Choose Data Consolidate to view the Consolidate dialog.
Select over the first data range to consolidate - to do this you will need to click the Sheet tab and then drag over the data including the row and column headings.
Back in the Consolidate dialog, click Add to add this first set of data to the consolidation dialog.
To see this, click in a cell with the data (not a sum function) and you will see a reference to the sheet and cell that contains that data.
If you did not choose "Create links to source data" the consolidation is simply a summary of the data without any details so there is no grouping applied and the results are summarized only.
The ranges you consolidate do not necessarily have to be of the same size in each worksheet.