With the macro below you can create a new module in a workbook:

Sub CreateNewModule(ByVal wb As Workbook, ByVal ModuleTypeIndex As Integer, ByVal NewModuleName As String)
' requires a reference to the Microsoft Visual Basic Extensibility library
' creates a new module of ModuleTypeIndex 
' (1=standard module, 2=userform, 3=class module) in wb
' renames the new module to NewModuleName (if possible)
Dim VBC As VBComponent, mti As Integer
    Set VBC = Nothing
    mti = 0
    Select Case ModuleTypeIndex
        Case 1: mti = vbext_ct_StdModule ' standard module
        Case 2: mti = vbext_ct_MSForm ' userform
        Case 3: mti = vbext_ct_ClassModule ' class module
    End Select
    If mti <> 0 Then
        On Error Resume Next
        Set VBC = wb.VBProject.VBComponents.Add(mti)
        If Not VBC Is Nothing Then
            If NewModuleName <> "" Then
                VBC.Name = NewModuleName
            End If
        End If
        On Error GoTo 0
        Set VBC = Nothing
    End If
End Sub

CreateNewModule ActiveWorkbook, 1, "TestModule"