Using OERN is pretty standard fare when it comes to determining if a collection contains a given item, however life is a little easier if you also employ the Key field when using the Add method.

Code:
Option Explicit

Private Sub Command1_Click()

    Dim col As New Collection
    Dim Search4 As String
    
    col.Add "Henry", "Henry"
    col.Add "John", "John"
    
    Search4 = "Henry"
    
    On Error Resume Next
    col.Add Search4, Search4
    If Err = 457 Then
        MsgBox Search4 & " is already in the collection"
    ElseIf Err Then
        MsgBox "Unanticipated error " & Err & " " & Err.Description
    Else
        'if we do not want Search4 to be added
        col.Remove (Search4)
        
        MsgBox Search4 & " is NOT already in the collection"
    End If
    On Error GoTo 0

End Sub