これにより、それぞれの文字列表現が取得され、配列に格納されます。いくつかの仮定があります (シートが存在する、最初にリストされたシートがインデックス順で最初にある、インデックスに関して 2 つの間のすべてが必要であるなど) が、状況によってはうまくいく場合があります。
Sub Parse()
Dim wbk As Workbook
' Arbitrary array size of 10 to store the ranges (as an example)
Dim myRanges(10) As Variant
Set wbk = ActiveWorkbook
' Split the string at the !
s = "Sheet1:Sheet3!A1:D10"
s = Split(s, "!")
' Range is the second element of the split (A1:D10)
TargetRange = s(1)
' The first contains the sheets, so split on the :
SheetNames = Split(s(0), ":")
' These sheets are the lower/upper bounds, so use their indices in a loop
' that cycles over the sheets in between them (inclusive)
j = 0 ' This is for the array - you may not need it
For i = wbk.Sheets(SheetNames(0)).Index To wbk.Sheets(SheetNames(1)).Index
' Range is the concatenation of the sheet at this index and the target range
Set Rng = Range(wbk.Sheets(i).Name & "!" & TargetRange)
' Drop it in to our array (or handle how you want)
myRanges(j) = Rng
j = j + 1
Next i
End Sub