Sub test()
    Const strConn = "PROVIDER=SQLOLEDB.1;INITIAL CATALOG=master;DATA SOURCE=MyServer;User ID=MyID;PWD=MyPass"
    
    Dim cn As ADODB.Connection
    Dim rs As ADODB.Recordset
    Dim fld As ADODB.Field
    Dim i As Long, j As Long
    Dim strSQL As String
    Dim WS As Worksheet
    
    i = 1
    Do While Worksheets("ids").Cells(i, 1) & "" <> ""
        strSQL = strSQL & "select * from [dbo].[spt_values] where [number]=" & Worksheets("ids").Cells(i, 1) & ";" & vbCrLf
        i = i + 1
    Loop
'    Debug.Print strSQL
    '
    Set cn = New ADODB.Connection
    cn.Open strConn
    '
    Set rs = New ADODB.Recordset
    rs.Open strSQL, cn
    '
    i = 1
    Do While Not (rs Is Nothing)
        Set WS = Worksheets.Add
        WS.Name = i
        WS.Range(WS.Cells(2, 1), WS.Cells(2, 1)).CopyFromRecordset rs
        '
        j = 1
        For Each fld In rs.Fields
            WS.Cells(1, j) = fld.Name
            j = j + 1
        Next
        '
        i = i + 1
        Set rs = rs.NextRecordset
    Loop
    '
On Error Resume Next
    Set WS = Nothing
    rs.Close: Set rs = Nothing
    cn.Close: Set cn = Nothing
End Sub