Примерно так должно получиться:
Sub Test()
Dim COL As Long, X As Long, Y As Long
Dim MyArray() As Variant
COL = Cells(ActiveCell.Row, Columns.Count).End(xlToLeft).Column
For X = 1 To COL
ReDim Preserve MyArray(Y)
MyArray(Y) = Cells(ActiveCell.Row, X).Value
Y = Y + 1
Next X
For X = LBound(MyArray) To UBound(MyArray)
Debug.Print MyArray(X)
Next X
End Sub