Solve the problem by adding connection string like:
Set MyDB = CurrentDb()
i = 0
For i = 1 To 100
Set MyTable = MyDB.CreateTableDef("ZVPL")
MyTable.SourceTableName = "Report output" & i
MyTable.Connect = "HTML Import;DSN=ZVPL Link Specification1;HDR=NO;IMEX=3;CharacterSet=65001;Database=" & MYc_Path_ZVPLHTM & "ZVPL.htm"
MyDB.TableDefs.Append MyTable
MyDB.TableDefs.Refresh
Call ExportToXLS("ZVPL") 'Export to Excel
DoCmd.SetWarnings False
MyDB.Execute "DROP TABLE " & "ZVPL"
DoCmd.SetWarnings True
Next