Use ADODB to retrieve the values you want, and use the retrieved values to populate a dropdown shape in Excel which you can create dynamically.
In a similar situation, since the source data was basically static, I populated a global array from an ADODB recordset when the application started and used that array when populating the items in the dropdown. Here's a snippet of that code:
Dim InstrumentIDs() As String
Dim InstrumentIDReader As Integer
Dim InstrumentIDCount As Integer
Public PositionRange As String
Public Sub GetInstrumentIDs()
'
'Populate InstrumentIDs array from current contents of Instrument table in EMS database
'
Dim conn As New ADODB.Connection
Dim rs As New ADODB.Recordset
Dim sql As String
Dim loader As Integer, sn As String
InstrumentIDReader = 0
On Error GoTo GetInstrumentError
conn.ConnectionString = "Provider=sqloledb; Data Source=myServer; Initial Catalog=myDatabase; User ID=myUser;Password=myPassword"
conn.Open
sql = "Select Count([SerialNo]) As [Number] From [Instrument]"
rs.Open sql, conn, adOpenStatic
InstrumentIDCount = CInt(rs![Number])
ReDim InstrumentIDs(InstrumentIDCount - 1)
rs.Close
sql = "Select [SerialNo] From [Instrument] Order By [SerialNo]"
rs.Open sql, conn, adOpenForwardOnly
loader = 0
rs.MoveFirst
Do While Not rs.EOF
sn = CStr(rs![SerialNo])
InstrumentIDs(loader) = sn
loader = loader + 1
rs.MoveNext
Loop
rs.Close
conn.Close
Set rs = Nothing
Set conn = Nothing
Exit Sub
GetInstrumentError:
MsgBox "Error loading instruments: " & Err.Description
End Sub
You must set a reference to Microsoft ActiveX Data Objects m.n Library (latest version on my computer is 2.8) from Tools > References in VBA editor.
See article
http://www.thespreadsheetguru.com/blog/2014/5/14/vba-for-excels-form-control-combo-boxes for tips on how to manage dropdown boxes in Excel.