You only need to link the worksheets if you want them all to update together.
If you just want to copy from January to the other 11 months, then:
Select the January sheet tab.
Select the entire worksheet by clicking the grey square between A and 1 (column and row headings).
Click the Copy toolbar button.
Click the February sheet tab. Hold down Shift and click the December sheet tab.
Click the Paste toolbar button.