For using MSForms.DataObject in your code you need library Microsoft Forms 2.0 Object Library
You have to find Microsoft Forms 2.0 Object Library in the VBA menu Tools > References list in that case you need to browse the file FM20.DLL file from the %windir%/system32 for 32bit system and %windir%/SysWOW64
Once you add the FM20.DLL, you can see the Microsoft Forms 2.0 Object Library is added to the reference list