If you don't want to use the CopyFromRecordset method (Excel 2000 or later) you can use the procedure below to transfer data from a recordset to a worksheet. After you have connected to a database and retrieved data into a recordset variable you can use the procedure RS2WS to transfer the contents to a worksheet, including the recordset column headings:

' call the procedure like this:
' RS2WS rs, Range("A3") ' rs is an ADO recordset variable

Sub RS2WS(rs As ADODB.Recordset, TargetCell As Range)
Dim f As Integer, r As Long, c As Long
    If rs Is Nothing Then Exit Sub
    If rs.State <> adStateOpen Then Exit Sub
    If TargetCell Is Nothing Then Exit Sub
    
    With Application
        .Calculation = xlCalculationManual
        .ScreenUpdating = False
        .StatusBar = "Writing data from recordset..."
    End With
    
    With TargetCell.Cells(1, 1)
        r = .Row
        c = .Column
    End With
    
    With TargetCell.Parent
        .Range(.Cells(r, c), .Cells(.Rows.Count, c + rs.Fields.Count - 1)).Clear 
        ' clear existing contents
        ' write column headers
        For f = 0 To rs.Fields.Count - 1
            On Error Resume Next
            .Cells(r, c + f).Formula = rs.Fields(f).Name
            On Error GoTo 0
        Next f
        ' write records
        On Error Resume Next
        rs.MoveFirst
        On Error GoTo 0
        Do While Not rs.EOF
            r = r + 1
            For f = 0 To rs.Fields.Count - 1
                On Error Resume Next
                .Cells(r, c + f).Formula = rs.Fields(f).Value
                On Error GoTo 0
            Next f
            rs.MoveNext
        Loop
        .Rows(TargetCell.Cells(1, 1).Row).Font.Bold = True
        .Columns("A:IV").AutoFit
    End With
    
    With Application
        .StatusBar = False
        .Calculation = xlCalculationAutomatic
        .ScreenUpdating = True
    End With
End Sub