У меня запос к базе выглядит примерно так
(Или я вопрос не понял?)
Dim OraSession As Object
Dim OraDatabase As Object
Dim EmpDynaset As Object
Dim flds() As Object
Dim fldcount As Integer
Dim MyArr() As Variant

Workbooks.Add

SqlStr = "SELECT ........................"

Range("A1").Select

Set OraSession = CreateObject("OracleInProcServer.XOraSession")
Set OraDatabase = OraSession.OpenDatabase("DBname", "login/password", 0&)
Set EmpDynaset = OraDatabase.CreateDynaset(SqlStr, 0&)

fldcount = EmpDynaset.Fields.Count
ReDim flds(0 To fldcount - 1)
For Colnum = 0 To fldcount - 1
Set flds(Colnum) = EmpDynaset.Fields(Colnum)
Next

For Colnum = 0 To EmpDynaset.Fields.Count - 1
ActiveSheet.Cells(1, Colnum + 1) = flds(Colnum).Name
Next

ReDim MyArr(EmpDynaset.RecordCount, 6)
For Rownum = 1 To EmpDynaset.RecordCount
For Colnum = 0 To fldcount - 1
MyArr(Rownum - 1, Colnum) = flds(Colnum).Value
Next
EmpDynaset.DbMoveNext
Next
EmpDynaset.Close

Range(Cells(2, 1), Cells(Rownum, 6)).Select
Selection = MyArr