It’s not so much a VBA question, but an HTTP question. You can program the
control of any web site  usually, but you get into the world of GETs and
POSTs and HTTP. Using “Microsoft WinHTTP Services” you can either do a GET
or a POST to a web  site and get the HTML results back, then you can parse it
up for the results you’re looking for. Not the easiest thing  in the world,
but that’s how you do it.
So if you use Tools / References in VBA, you should find “Microsoft WinHTTP
Services”, then you can instantiate the correct objects and such. You’ll
need to do more research on the web for specifics.

I have a free open-source add-in that can grab that information  for
you.
For example, if the Social Security number  is in cell A1, these three
formula would get you the name, birth date, and death date listed for it:

=RCHGetTableCell("http://ssdi.rootsweb.com/cgi-bin/ssdi.cgi?ssn="&A1,1,"Record?"\
,,,,1)
=RCHGetTableCell("http://ssdi.rootsweb.com/cgi-bin/ssdi.cgi?ssn="&A1,2,"Record?"\
,,,,1)
=RCHGetTableCell("http://ssdi.rootsweb.com/cgi-bin/ssdi.cgi?ssn="&A1,3,"Record?"\
,,,,1)

For example, that last formula says to:

1. Grab the source code of web  page:

"http://ssdi.rootsweb.com/cgi-bin/ssdi.cgi?ssn="&A1

2. Look for "Record?" within that source code (the header line of the
table).

3. The "1" parameter at the end says to skip to the next line of the
table.

4. The "3" parameter says to pick up the 3rd table cell on that row of
the table.

Note that the other two formula just vary in the parameter that says
which cell of the table row to pick up. So you could easily pick up
the other columns of that table row by just changing that value.

You might see if they have an API you could use. I did something
similar with USPS, pass  it a zip code then it gives you the city name.

If they do not have one you could use, research web  queries.
You "Should" be able to build a parameterized query, loop through
your set of SSN's or names, and write the data to a sheet one row at
a time.