One option is to save that file locally and then import the local HTML by running the External Data wizard. HTML and XML are both valid import types.
Another is to bring Excel into the equation. Create a workbook that pulls the HTML table into a worksheet, then you can refresh the web query and import the updated data, directly or via a link.
The third is to parse the strSQL and import it.
How you do that will depend on the format of strSQL; delimiters, line feed characters, whether or not you have column headers.