Dim wkbkdestination As Workbook
Dim destsheet As Worksheet
For Each ThisWorkSheet In wkbkorigin.Worksheets
\'this throws subscript out of range if there is not
You don't need error handling in order to accomplish this. All you have to do is iterate over all of the Worksheets and check if the specified name exists:
For i = 1 To Worksheets.Count
If Worksheets(i).Name = "MySheet" Then
exists = True
End If
Next i
If Not exists Then
Worksheets.Add.Name = "MySheet"
End If