Используйте этот код, пожалуйста:
Sub VlookupAlColumn()
Dim ESheet As Worksheet, lastR As Long
'Set ESheet = ActiveSheet 'only for me, for testing reason
lastR = ESheet.Range("C" & Cells.Rows.Count).End(xlUp).row
ESheet.Range("C2:C" & lastR).Formula = "=VLOOKUP(B2, Roles!$A:$B, 2, FALSE)"
End Sub