Вот такой примерчик
Dim myconn As New ADODB.Connection
Dim mySQL As String
Dim objXL As Object
Set objXL = CreateObject("Excel.Application") ' ñîçäàåì îáúåêò Excel
Set XlWorkbook = objXL.Workbooks.Add
Set XlSheet = XlWorkbook.ActiveSheet
myconn.Open "DSN=races"
mySQL = "SELECT a, b, c , d, e FROM mysqltable;"
num = 1 'первая строка
Set objRecordset = CreateObject("ADODB.Recordset")
Set objRecordset = myconn.Execute(mySQL)
Do Until objRecordset.EOF
With XlSheet
.Range("A" & num).Value = objRecordset.Fields(0)
.Range("B" & num).Value = objRecordset.Fields(0)
.Range("C" & num).Value = objRecordset.Fields(0)
.Range("D" & num).Value = objRecordset.Fields(0)
.Range("E" & num).Value = objRecordset.Fields(0)
num = num + 1
objRecordset.MoveNext
Loop
Set objRecordset = Nothing