Create VBA Macros from VB Code

Hi!

I'm generating Excel Files from a VB Application. Those Files are quite
complex and content many Worksheets with Data, Charts, Pivottables, etc.
Fortunately, the "Microsoft Excel 9.0 Object Library" which I'm using is
really well done and quite complete for my needs.
However, I didn't find the way to add VBA code to my Excel Files. Some
events have to be handled in the final generated files, and therefore I need
to associate texts (code) to worksheets and workbooks.
I was looking for collections like 'macros', 'modules', code, ... but
couldn't find any...

I don't know if it is actually possible to create code from code ....

Anybody could help me?
Thank you!

Jérémie