In addition to the links provided by Gary:
I'm not sure you can do what you're looking for directly in the Class, but you could expose the Collection through an interface:
Public Property Get myCollection As Collection
myCollection = YourCollectionObject
End Property
Your code could then use it like this:
Dim vColl As Collection
Set vColl = YourClass.myCollection
You could then loop through the vColl object.
I personally don't use collections, and prefer instead to work with arrays in my Classes. Even at that, I still have the same issue - I can't do a For Each loop through any interface of my class.