VBA being separated download (starting from AutoCAD2010) does not mean it not run in AutoCAD as in-process. prior to Acad2012 release, rumor has it that Acad2011 would be the last version that supoort VBA, which has been proved wrong: Acad2010 still support VBA. Due to Acad's 3-year version compatibility tradition, now we would guess VBA suppoting might be gone froom Acad2013, but who knows (someone who really knows it would not allowed to say, right?)
Back to the origianl question: all latest version of AutoCAD (up to Acad2010) supports VBA as in-process, as long as you use Acad 32-bit version (again, it has nothing to do with VBA having to be downloaded and installed separately), while if you use Acad 64-bit version, VBA runs as out-process with AutoCAD. It is due to the fact that VBA lisenced from Microsoft is not not supported by 64-bit OS.