I do not have an Oracle database to test this, but you should be able to figure this out, and work your way through

Code:
Sub GetData()

    Dim strSQL As String
    Dim strConnectionString As String
    Set con = New ADODB.Connection
    Set rst = New ADODB.Recordset
    Dim recordCount As Long
    strConnectionString = "Provider=msdaora;Data Source=Oracle_Database_Name;User Id=userId;Password=password"
    
    con.ConnectionString = strConnectionString
    con.Open strConnectionString 'ConnectionString    
    
    strSQL = "Select Employee From MyTable WHERE LOCATION IN ('London','Boston')"
    rst.Open strSQL, con
    'Do what you need here
    rst.Close

End Sub
You could also try to Connect To An Oracle Database Using VBA