The @Sylk code requires the use of a form (UserForm in VBA) with a button and a text box to activate the function. Don't forget to add references to Office and Excel to the VBA references page by ticking the corresponding boxes (see image below).
Indeed @m.bltthank you. Just that as I edited my message in the meantime and the name of the button from CMDopenFolder to CMDfolderDlg (to make it more consistent) I need to replace the name of the button in the attached swp file.
Personally I use the TextBox in Locked true mode, so that its content is visible, selectable and scrollable (when it is longer than the textbox) but without the possibility to modify it by typing, in order to avoid a management of forbidden characters.
To set a default folder, simply change its Text property when the control is created. Or leave it blank, which will open "my documents" by default.