It is not so much that it is "better" to run your code via VBA rather than a Macro, it is just you can make your code more robust and dynamic using VBA (Macros are pretty basic - you can use things like "variables" in them).
In running VBA code, you need to "attach" the code to something. One of the most common things is to create a Command Button that you place on a Form to run your VBA code. You just create a Command Button on the Form, then go to the Properties of that Command Button, go to the "On Click" event property, and select Event Procedure and enter your code there between the shell it creates (or a call to your code you have written elsewhere).
You can also attach code to other "events", like the Opening of a Form, etc. Whatever works best, depending on your needs.
Using Access 2007
Proficient in Access, Excel, VBA, and SQL