Option Explicit

Dim WithEvents NewFrame As VB.Frame

Private Sub Command1_Click()
 Set NewFrame = Me.Controls.Add("VB.Frame", "Frame1", Me)
 With NewFrame
    Debug.Print .hWnd
    .Caption = .Name
    .Visible = True
 End With
End Sub

Private Sub NewFrame_Click()
 Debug.Print "Frame " & NewFrame.Name & " clicked"
End Sub

Option Explicit

Dim WithEvents NewFrame As MSForms.Frame

Private Sub CommandButton1_Click()
 Dim ctl As MSForms.Control
 Set NewFrame = Me.Controls.Add("Forms.Frame.1", "Frame1")
 Set ctl = NewFrame
 Debug.Print ctl.[_GethWnd]
 Set ctl = Nothing
 With NewFrame
    .Caption = .Name
    .Visible = True
 End With
End Sub

Private Sub NewFrame_Click()
 Debug.Print "Frame " & NewFrame.Name & " clicked"
End Sub