How do I recieve a message in C# sent from an excel VBA macro

You present very little information. Some useful tidbits would be:
1. The ID of the message.
2. Any parameters and the data types.
Simple like int and double or a complex structure.
3. Is the VBA using SendMessage or PostMessage
4. Is the VBA macro sending the message to a specific handle?
Or is it a broadcast message?

These things you need to know in order to do the c# implementation.
Basically you create a Windows Form application and then override the method PreProcessMessage

public override bool PreProcessMessage(ref Message msg)
{
    if (msg.Msg == YOUR_MESSAGE_ID_AS_AN_INT)
    {
        // How to interpret the parameters depends on the VBA
        IntPtr wparam = msg.WParam;
        IntPtr lparam = msg.LParam;

        // If SendMessage was used a response is required.
        msg.Result = new IntPtr();

    }
    return base.PreProcessMessage(ref msg);
}