Este código es super sencillo :D, solo recuerda que debe existir la referencia a la librería del ADO

Option Explicit
Dim WithEvents Rs As Recordset

Y tu variable Rs tendrá eventos como si fuera un control pegado en el formulario, puedes hacer esto con todas las variables tipo objetos (y que tenga eventos)

recordset_con_eventos

Private Sub rs_EndOfRecordset(fMoreData As Boolean, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_FetchComplete(ByVal pError As ADODB.Error, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_FetchProgress(ByVal Progress As Long, ByVal MaxProgress As Long, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_FieldChangeComplete(ByVal cFields As Long, ByVal Fields As Variant, ByVal pError As ADODB.Error, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_MoveComplete(ByVal adReason As ADODB.EventReasonEnum, ByVal pError As ADODB.Error, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_RecordChangeComplete(ByVal adReason As ADODB.EventReasonEnum, ByVal cRecords As Long, ByVal pError As ADODB.Error, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_RecordsetChangeComplete(ByVal adReason As ADODB.EventReasonEnum, ByVal pError As ADODB.Error, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_WillChangeField(ByVal cFields As Long, ByVal Fields As Variant, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_WillChangeRecord(ByVal adReason As ADODB.EventReasonEnum, ByVal cRecords As Long, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_WillChangeRecordset(ByVal adReason As ADODB.EventReasonEnum, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub
Private Sub rs_WillMove(ByVal adReason As ADODB.EventReasonEnum, adStatus As ADODB.EventStatusEnum, ByVal pRecordset As ADODB.Recordset)
End Sub

Incluso puedes crear una clase que tenga eventos (usando RaiseEvent) y declararlo de esa manera para poder usarlos

Saludos