http://msdn.microsoft.com/en-us/library/ms720589(VS.85).aspx
The above link is old (because I used it 10 years ago), but is valid. You basically create the appropriate objects, possibly create a grammar in their format, and then create events on the RC object, below:
The below method "works", but it wasn't very impressive. Also, it led us to have to create our own MsgBox function, since we needed to automate everything... And, since you can't just tell Windows to "click" the OK button of a standard message box (unless you want to muck around even more APIs), you have to control even more aspects of your software.
It did work, but I'm not sure anyone ever used it.
Public WithEvents RC As SpSharedRecoContext
Public myGrammar, b As ISpeechRecoGrammar
Private Sub Form_Load()
On Error GoTo EH
Set RC = New SpSharedRecoContext
Set myGrammar = RC.CreateGrammar
myGrammar.CmdLoadFromFile "sol.xml", SLODynamic
myGrammar.CmdSetRuleIdState 0, SGDSActive
EH:
If Err.Number Then ShowErrMsg
End Sub
Private Sub RC_FalseRecognition(ByVal StreamNumber As Long, ByVal StreamPosition As Variant, ByVal Result As SpeechLib.ISpeechRecoResult)
'Label1.Caption = "(no recognition)"
End Sub
Private Sub RC_Recognition(ByVal StreamNumber As Long, ByVal StreamPosition As Variant, ByVal RecognitionType As SpeechLib.SpeechRecognitionType, ByVal Result As SpeechLib.ISpeechRecoResult)
'Label1.Caption = Result.PhraseInfo.GetText
End Sub
Private Sub RC_StartStream(ByVal StreamNumber As Long, ByVal StreamPosition As Variant)
'Label2.Caption = Val(StreamNumber)
End Sub