I found it, I'm in USA where we use m-d-yyyy

Sub fill_ufCal_dnum()
     'Also see Sub UserForm_Initialize()
    Dim c As Long
    Dim D As Long
    Dim MyDate As Date
     
    MyDate = CDate(ufCal.uMonth.Caption & "-1-" & ufCal.uYear.Caption) ' was - MyDate = CDate("1-" & ufCal.uMonth.Caption & "-" & ufCal.uYear.Caption)
     'D = zero reference of Days of month
    D = FirstWeekDayOfMonth(MyDate) - 1
     
     'clear captions 'Hint: Set Captions to "" In design mode instead.
    For c = 1 To 42
        Me.Controls("dnum" & c).Caption = ""
    Next c
     
     'Set Captions
    For c = 1 To DaysInMonth(MyDate) ' myDate
        Me.Controls("dnum" & D + c).Caption = c
    Next c
     
End Sub