Excel VBA - process incoming Outlook emails

Hi

I was given the following code to process incoming emails from within Excel
but am not sure where to put it. I put it in the ThisWorkbook module and it didn't activate

Private Sub appOL_NewMailEx(ByVal EntryIDCollection As String)

   'YOUR CODE GOES IN HERE
   On Error GoTo EH
   
   Dim arrEID As Variant, varEID As Variant, olkItem As Object
   arrEID = Split(EntryIDCollection, ",")
   Dim Atmt As Outlook.Attachment
   Dim FileName As String
   Dim MYDOC_DIR As String: MYDOC_DIR = Environ("userprofile") & "\Documents"
    
    For Each varEID In arrEID
        Set olkItem = appOL.Session.GetItemFromID(varEID)
        If olkItem.Class = olMail Then
            If InStr(olkItem.Subject, "SMS Message received") > 0 Then
                'Your code goes here'
                    'For Each Atmt In olkItem.Attachments
                        'FileName = MYDOC_DIR & Atmt.FileName
                        'Atmt.SaveAsFile FileName
                    'Next Atmt
                MsgBox "Received"
           End If
         End If
    Next
    
    Set olkItem = Nothing
    Exit Sub
EH:
    MsgBox "There was an error processing an incoming email! " & Err.Description
    
End Sub

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