How can I draw a rectangle in VBA?

You'll have to instance and work with the line object. Something like this:
    With myWS
        'Draw the distance axis
        With .Shapes.AddLine(Xmin, Ymin, Xmin, Ymax).Line
            .EndArrowheadStyle = msoArrowheadTriangle
            .EndArrowheadLength = msoArrowheadLengthMedium
            .EndArrowheadWidth = msoArrowheadWidthMedium
            .Weight = 3#
        End With
    End With
will draw a single line that has an arrow head. You will need to pass it the four points to draw your rectangle. You could also use a polyline or "shape" and pass its ordinates.

Dave