I have an administrative role in Simployer and need access to everyone's holiday and holiday requests.

You need the role of "Holiday Administrator" for that. This will grant you access to the holiday tab when you're inside a person's profile. To view applications, go to "Manage → Holiday → Manage Holidays."

If you want notifications for holiday requests, go to "System Settings → Modules → Holiday" and set the "Send message to holiday administrator" setting to "Yes."