To look up values from specific columns in Excel and concatenate them side by side, a VBA macro can be utilized. For example, a macro can be created to concatenate values from designated cells, such as using the code snippet provided, which combines values from three consecutive cells into a single output. The discussion also highlights that simply referencing a column like "amz" in Excel lacks meaning; instead, concatenation should be done by referencing specific row and column indices. For users needing to pull data from multiple cells efficiently, structuring data as a database table and using queries is recommended, emphasizing the importance of proper indexing for effective data retrieval.