Basic Imitation of C# Enumerable in VBA - or any other static class
For each requires that number be declared as a Variant, but For..To requires a number. I like that you explicitly declared Dim number As Variant. It makes it clear that that you intended on it and didn't simply forget to specify the type. However, you've not specified what type param1 and param2 should be. By declaring them as longs you can stop several lines of code from executing if some unwary dev passes a string or object into .Range(). Runtime error 13 "Datatype mismatch" gets thrown either way, but it happens sooner and there's a tool tip showing what datatype is to be expected.

The params also being passed ByRef. While there are no side effects on the parameters, it would be nice and in good faith to let anyone using this class know that there are not any side effects by passing them ByVal.

Public Function Range(ByVal param1 As Long, ByVal param2 As Long) As Collection
    Set c = New Collection
    Dim i As Long
    For i = param1 To param2
        c.add i
    Next
    Set Range = c
End Function




Another thing to note is that using this method will be exactly twice as slow as just using a For loop. This is because the code loops once to build the collection and then again to enumerate over the collection. When performance is absolutely critical you might want to skip the syntactic sugar.

I tested against negative longs and your code works just fine.

There are a number of missing features that I'd like to see, but I suspect you'll have some amount of difficulty getting them to "feel right". This has to do with VBA's lack of proper inheritance and method overloading. I've attempted to do something similar recently without much luck. You've already gotten farther than I did though, so I'll be keeping an eye on vba4All to see what you come up with. =)