If your DataGrid is designed to have a single column bound to Field001.
Or you just add the fields in the code below, and populate as per your need.
Sub addArrayToGrid(grid As DataGrid, arr() As String)
Dim rs As ADODB.Recordset
Set rs = New ADODB.Recordset
rs.CursorLocation = adUseClient
rs.Fields.Append "Field001", adVarChar, 100
rs.Open , Nothing
For i = 0 To UBound(arr)
rs.AddNew
rs.Fields("Field001").Value = arr(i)
Next
Set grid.DataSource = rs
End Sub