In excel, there are some settings where you can configure and you can write query too . But my experience for large voulume of data it hangs.
Can you try with these examples given:
I always have hiccups in Microsoft products programming :). In unix , c,c++, java etc it is more straightforward, with less add-ons and configurations.
If you must use VBA, then search for "VBA ADO ODBC and MSDASQL". You will find lots of examples.
MS supports VBA but it also provides newer MS Office solutions like Visual Studio Tools for Office. You can use the ".NET Data Provider for Teradata" with VS Tools for Office.