Are you creating an application or a VBA script? For applications code signing is not required - you are not obliged to sign the resulting XE and DLLs. If you don't do this, no warnings are shown.
And if you want the certificate authority to issue the certificate for you, you pay them for the service of checking your identity, confirming it and convincing others to trust their (CA's) certificate issued to you.
There seemed to be some CA issuing free code signing certificates but personally I would not trust such service, cause the service costs money and when it's given for free, there's something suspicious there.