Вы можете использовать объект FileSystemObject для работы с файлами, папками и текстовыми потоками:
''Reference: Windows Script Host Object Model
Dim fs As New FileSystemObject
Dim fldr As Folder
Dim f As File
Dim i As Integer
Set fldr = fs.GetFolder("C:\docs\")
With ActiveWorkbook.Sheets("Sheet3")
i = 1
For Each f In fldr.Files
.Cells(i, 1) = f.Name
.Cells(i, 2) = f.Size
i = i + 1
Next
End With