Your code is currently trying to compare the value of the active cell with an array of values. You should use something like Intersect to see if a range is within another range:

Dim rng As Range
Set rng = Range("B1:B12")
If Not Intersect(ActiveCell,  rng) is nothing then
MsgBox "Right Cell Selected", vbOKOnly
Else
MsgBox "Please Select a cell in Ranges", vbOKOnly
End If
Exit Sub