You'll have to specify the optional [ArrayOfFields] parameter in LinkData before calling LinkData. Something like this in your case ...

Dim objDS As MapPoint.DataSet
Dim strXNC As String
Dim myFieldArray(1 To 4, 1 To 2) As Variant
With Me.ctrlMP.ActiveMap.DataSets
strcnx = gBDD_LOCAL & "!" & "ReqSQL"

myFieldArray(1, 1) = "NUM_FDT"
myFieldArray(1, 2) = geoFieldName

myFieldArray(2, 1) = "ADDRESS"
myFieldArray(2, 2) = geoFieldAddress1

myFieldArray(3, 1) = "ZIPCODE"
myFieldArray(3, 2) = geoFieldPostal1

myFieldArray(4, 1) = "CITY"
myFieldArray(4, 2) = geoFieldCity

Set objDS = .LinkData(strcnx, "NUM_FDT", myFieldArray, geoCountryFrance, , geoImportAccessQuery)

objDS.Symbol = 26
arArray = Array(objDS.Fields(1), objDS.Fields(2), objDS.Fields(3), objDS.Fields(4))
objDS.SetFieldsVisibleInBalloon arArray
End With