Private Sub CommandButton1_Click()
    Dim pControl As MSForms.Control, vCount As Long
    For Each pControl In Me.Controls
        If TypeOf pControl Is MSForms.CheckBox Then
            vCount = vCount + 1
        End If
    Next
    MsgBox "Check box count is " & CStr(vCount)
End Sub

Private Sub CommandButton1_Click()
Dim pControl As MSForms.Control, vCount As Long
Dim li As Long

For Each pControl In Me.Controls
If TypeOf pControl Is MSForms.CheckBox Then
vCount = vCount + 1
End If
Next

For li = 1 To vCount 
If ActiveSheet.DrawingObjects("CheckBox" & li).Object.Value = 1 then 
'что-то там делаем 
End If 
Next li
End Sub

Private Sub CommandButton1_Click()
Dim pControl As MSForms.Control, Chet As Long
For Each pControl In Me.Controls 'счет CheckBox на форме
If TypeOf pControl Is MSForms.CheckBox Then
Chet = Chet + 1
End If
Next
'MsgBox "Всего " & CStr(Chet) & " CheckBox" ' отобразить количество CheckBox

For i = 1 To Chet 
If Me.Controls("CheckBox" & i).Value = True Then 'если CheckBox на форме активный то
'делаем что то
End If
Next i
End Sub

Private Sub CommandButton1_Click()
Dim x As Control
    For Each x In Me.Controls
        If TypeOf x Is MSForms.CheckBox Then
            x.Value = 0
        End If
    Next
End Sub