remove duplicated data for multiple columns

Leap,

You could loop through all columns in sheet 1 using a counter n which counts until the last used row, as follows:

Sub RemoveDups()
Dim n as Integer
For n = 1 To Sheet1.Cells(2, Columns.Count).End(xlToLeft).Column
    Sheet1.Range(Cells(2, n), Cells(Cells(Rows.Count, n).End(xlUp).Row, n)).Copy
    Sheet2.Cells(2, n).PasteSpecial Paste:=xlPasteValues
    Sheet2.Cells(2, n).EntireColumn.RemoveDuplicates xlYes
Next n

End Sub

Note that this will present columns of uniques values (good if you're making lists for data validation) but removing duplicates for each column may mean you lose combinations of data.

If you have empty columns in sheet 1 (indicated by no value in row 1 say) then the headers should be copied too and a reverse loop used to delete the empty columns. The code becomes this (with key changes shown in bold): 

Sub RemoveDups()
Dim n As Integer
 
For n = 1 To sheet1.Cells(1, Columns.Count).End(xlToLeft).Column
    sheet1.Range(Cells(1, n), Cells(Cells(Rows.Count, n).End(xlUp).Row, n)).Copy
    sheet2.Cells(1, n).PasteSpecial Paste:=xlPasteValues
    sheet2.Cells(1, n).EntireColumn.RemoveDuplicates ' xlYes
Next n
 
' reverse through columns to delete empty ones
For n = sheet2.Cells(1, Columns.Count).End(xlToLeft).Column To 1 Step -1
  If sheet2.Cells(1, n).Value = "" Then sheet2.Cells(2, n).EntireColumn.Delete
Next n
 
End Sub

Hope this helps.