Private Sub Worksheet_FollowHyperlink(ByVal Target As Hyperlink)
   CreateObject("wscript.shell").Run Target.Address
   MsgBox "Ссылка открылась"
End Sub

Function GetResponse(ByRef BytesArr, ByVal Encoding$) As String
    On Error Resume Next
    Dim ResponseFilename$
    Set ADODBStream = CreateObject("ADODB.Stream")
    With ADODBStream
        ResponseFilename$ = Environ("tmp") & "\response.txt"
        If Len(Encoding$) Then .Charset = Encoding$
        .Type = 1        ' adTypeBinary:
        .Open: .Write BytesArr
        .SaveToFile ResponseFilename$, 2
        .Type = 2        'adTypeText
        .LoadFromFile ResponseFilename$
        GetResponse = .ReadText
        .Close
        Kill ResponseFilename$
    End With
    Set ADODBStream = Nothing
End Function

...innerHTML = GetResponse(xmlRequest.ResponseBody, "utf-8")

CreateObject("WScript.shell").Run "msg /Server:127.0.0.1 ""это текст"""

Sub Кнопка1_Щелчок()
    Dim sha As Shape
    Set sha = Me.Shapes(Application.Caller)
    [a1] = sha.TopLeftCell.Address(0, 0)
End Sub

 ' ...
 
' отключаем авторедирект, чтобы получать cookies при каждом редиректе
wHTTP.Option(WinHttpRequestOption_EnableRedirects) = False

' ...

 wHTTP.Send

 ' считываем и запоминаем куки
 ResponseHeaders$ = DecodeUTF8(wHTTP.GetAllResponseHeaders)
 SaveCookiesFromResponseHeaders ResponseHeaders$
 
 ' если есть заголовок Location - выполняем редирект
 URL$ = GetRedirectLocation(ResponseHeaders$, wHTTP.Option(WinHttpRequestOption_URL))
 
 While IsURL(URL$) ' ЦИКЛ ДЛЯ РЕДИРЕКТОВ
     RedirectsCount& = RedirectsCount& + 1
     If RedirectsCount& > 5 Then
         AddBalloon "Зацикливание редиректа на " & CreateHTMLlink(URL$) & "<br />Загрузка страницы прервана.", bt_Warning
         GoTo StopRedirects
     End If
     If (PrevRedirectURL$ = URL$) And (RedirectsCount& > 1) Then
         ' надо очистить заголовки запроса, т.к. там старые Host и Referer
         Set wHTTP = New WinHttpRequest
         RequestHeadersStore.RemoveAll
         AddStandartHeadersIntoStore URL$
         AddRequestHeadersFromStore
         If Not WP Is Nothing Then WP.Proxy.Apply
     End If
     
     wHTTP.Open "GET", URL$, True
     AddRequestHeadersFromStore
     PrevRedirectURL$ = URL$
     
     PreviousCookies$ = GetCookiesFromStore
     If Not CookiesStore Is Nothing Then wHTTP.SetRequestHeader "Cookie", GetCookiesFromStore
     
     wHTTP.Send
     
     URL$ = ""
     If wHTTP.WaitForResponse(Timeout&) Then
         ' MsgBox .GetAllResponseHeaders, vbCritical
         ResponseHeaders$ = "": ResponseHeaders$ = wHTTP.GetAllResponseHeaders
         SaveCookiesFromResponseHeaders ResponseHeaders$
         
         URL$ = GetRedirectLocation(ResponseHeaders$, wHTTP.Option(WinHttpRequestOption_URL))
     End If
 Wend

' ...

Function GetIECookiesFromFiles(ByVal domain$, Optional Apply As Boolean) As String
    On Error Resume Next
    Dim sCookiesPath$, oCookies As Object, oFSO As Object, oFolder As Object, oFile
    Dim sContent As String, a() As String, i As Long, aItems, aCookies()
    
    ' read IE cookie files
    sCookiesPath = CreateObject("shell.application").Namespace("shell:Cookies").self.Path
    Set oCookies = CreateObject("Scripting.Dictionary")
    Set oFSO = CreateObject("Scripting.FileSystemObject")
    Set oFolder = oFSO.GetFolder(sCookiesPath)
    For Each oFile In oFolder.Files
        If LCase(oFSO.GetExtensionName(oFile.Name)) = "txt" Then
            With oFile.OpenAsTextStream(1, 0) ' read-only, ascii
                sContent = .ReadAll
                .Close
            End With
            sContent = Replace(sContent, vbCr, "")
            ' split cookies within file
            a = Split(sContent, vbLf & "*" & vbLf)
            For i = 0 To UBound(a) - 1
                If InStr(1, a(i), domain$, vbTextCompare) > 0 Then oCookies.Add oCookies.Count, a(i)
            Next
        End If
    Next
    
    ' parse data, repack to 2d array
    aItems = oCookies.Items()
    If UBound(aItems) = -1 Then Exit Function
    
    ' If CookiesStore Is Nothing Then Set CookiesStore = New Dictionary        ' глобальный словарь с cookies
    ReDim aCookies(1 To UBound(aItems) + 1, 1 To 6)
    Dim param_name$, param_value$, NewCookiesList$
    
    For i = 1 To UBound(aItems) + 1
        a = Split(aItems(i - 1), vbLf)
        
        param_name$ = "": param_value$ = ""
        param_name$ = a(0)
        param_value$ = a(1)
        
        
        If Len(param_name$) Then
            NewCookiesList$ = NewCookiesList$ & IIf(NewCookiesList$ = "", "", vbLf) & param_name$
            GetIECookiesFromFiles = GetIECookiesFromFiles & IIf(GetIECookiesFromFiles = "", "", "; ") & param_name$ & "=" & param_value$
            
            CookiesStore.Item(param_name$) = param_value$
        End If
    Next
    
    If (Len(NewCookiesList$) > 0) Then
        Debug.Print "Добавлено cookies из файлов IE: " & 1 + Len(NewCookiesList$) - Len(Replace(NewCookiesList$, vbLf, ""))
    End If
    
End Function

Sub test_IECookies()
   ' сначала надо открыть сайт https://www.planetaexcel.ru/ в браузере IE
   ' и только потом запускать этот макрос
    res = GetIECookiesFromFiles("planetaexcel.ru")
    Debug.Print res
    
    ' пример результата:
    
    ' Добавлено cookies из файлов IE: 6
    ' PHPSESSID=ZxFVnPmSxkYRIWHYk45QG1wpw67HjW4S; ct_sfw_pass_key=d923fe31370fb636c3ae0bbe78f888370; BX_USER_ID=dc035afce16c0c73611c8af1423dd; _ga=GA1.2.660066615.1645556965; _gid=GA1.2.1591444045.1644333965; _gat=1
End Sub