Most of the Sherlock Holmes stories are only about ten pages each. There are a couple of novellas (e.g. "A Study in Scarlet" and "Hound of the Baskerville"), but the vast majority of them are very short.
Yes, most of the Sherlock Holmes stories by Arthur Conan Doyle are short stories. They were published in monthly magazines originally, then eventually collected into volumes of multiple stories:
His 56 short stories are collected in five books:
The Adventures of Sherlock Holmes (published 1892)
The Memoirs of Sherlock Holmes (published 1894)
The Return of Sherlock Holmes (published 1905)
His Last Bow (published 1917)
The Case-Book of Sherlock Holmes (published 1927)
He also wrote the following four Novels:
A Study in Scarlet (published 1887)
The Sign of the Four (published 1890)
The Hound of the Baskervilles (serialised 1901–1902 in The Strand)
The Valley of Fear (serialised 1914–1915)
There are some later longer ones written by others. (e.g. The 10 percent Solution) that are not part of the official canon.