[WebMethod]
    public DataTable PhdDataParams
    {
        OleDbConnection connect = new OleDbConnection(p_connection_string);
 
        string sqltext = String.Format(
        @"SELECT * FROM чего-то";
        OleDbCommand command = new OleDbCommand(sqltext, connect);
        OleDbDataAdapter da = new OleDbDataAdapter(command);

        DataTable data = new DataTable("data");

        da.Fill(data);

        da.Dispose();
        return data;
    }

Dim ws As clsws_YourWebService
Dim ss As String
Dim xmap As XmlMap
' attach to web service
Set ws = New clsws_YourWebService
' get model parameters
ss = ws.wsm_sendstuff()
'put on spreadsheet
Set xmap = ThisWorkbook.XmlMaps("Name1_Map")
xmap.ImportXml (ss)