PART 1.
Here are some examples:

In ThisWorkbook:
Private Sub Workbook_Open()
UserForm1.Show 'Or whatever your userform is named
End Sub

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In form module:
Private Sub UserForm_Initialize()
Call Main 'This would be the module with your code in it
End Sub


PART 2.
Copy and paste this into the form module:

Private Sub UserForm_QueryClose(Cancel As Integer, CloseMode As Integer)
ThisWorkbook.Close (True) 'This saves all changes and closes the workbook
End Sub