Is it possible to set the items of a combobox directly, not setting in cells?

Question

I would like to use a combobox in a excel sheet, and when an item is seleccted, to do something in VBA.

All the examples show that the way to populate the items of the combobox is putting the data in cells and then the combobox get the data from this cells.

But I am wondering if there is some way to set the intems directly in the combobox, not setting the data in cells.

Thanks.