How to use Excel ListBox for SQL Query parameters

I have to execute a SQL query on a database and analyse data into an Excel file.

The point is to put multiple parameters in a IN construct from a listbox. I managed to create the listbox in Excel but I'm having problem extracting data from it and putting it in the query.

Do you know how to or do you have any reference to a guide?

Recap:

1. I have a listbox populated with data
2. I need to put multiple entries of the listbox as parameter of a SQL query (IN construct)
3. I don't mind use VBS or similar