Detect when a web page is loaded without using sleep

Try conventional method:

Set objIE = CreateObject("InternetExplorer.Application")
objIE.Visible = True
objIE.Navigate "https://www.yahoo.com/"
Do While objIE.ReadyState <> 4
    WScript.Sleep 10
Loop
' your code here
' ...

UPD: this one should check for errors:

Set objIE = CreateObject("InternetExplorer.Application")
objIE.Visible = True
objIE.Navigate "https://www.yahoo.com/"
On Error Resume Next
Do 
    If objIE.ReadyState = 4 Then
        If Err = 0 Then
            Exit Do
        Else
            Err.Clear
        End If
    End If
    WScript.Sleep 10
Loop
On Error Goto 0
' your code here
' ...

UPD2: You wrote that IE gets disconnected as the login pop-up comes in, hypothetically there is a way to catch disconnection, and then get IE instance again. Note this is "abnormal programming" :) I hope this helps:

Option Explicit
Dim objIE, strSignature, strInitType

Set objIE = CreateObject("InternetExplorer.Application") ' create IE instance
objIE.Visible = True
strSignature = Left(CreateObject("Scriptlet.TypeLib").GUID, 38) ' generate uid
objIE.putproperty "marker", strSignature ' tokenize the instance
strInitType = TypeName(objIE) ' get typename
objIE.Navigate "https://www.yahoo.com/"
MsgBox "Initial type = " & TypeName(objIE) ' for visualisation

On Error Resume Next
Do While TypeName(objIE) = strInitType ' wait until typename changes (ActveX disconnection), may cause error 800A000E if not within OERN
    WScript.Sleep 10
Loop
MsgBox "Changed type = " & TypeName(objIE) ' for visualisation

Set objIE = Nothing ' excessive statement, just for clearance
Do
    For Each objIE In CreateObject("Shell.Application").Windows ' loop through all explorer windows to find tokenized instance
        If objIE.getproperty("marker") = strSignature Then ' our instance found
            If TypeName(objIE) = strInitType Then Exit Do ' may be excessive type check
        End If
    Next
    WScript.Sleep 10
Loop
MsgBox "Found type = " & TypeName(objIE) ' for visualisation
On Error GoTo 0

Do While objIE.ReadyState <> 4 ' conventional wait if instance not ready
    WScript.Sleep 10
Loop

MsgBox "Title = " & objIE.Document.Title ' for visualisation

You can get all text nodes, links etc. from DOM, as follows:

Option Explicit
Dim objIE, colTags, strResult, objTag, objChild, arrResult

Set objIE = CreateObject("InternetExplorer.Application")
objIE.Visible = True
objIE.Navigate "https://www.yahoo.com/"

Do While objIE.ReadyState <> 4
    WScript.Sleep 10
Loop

Set colTags = objIE.Document.GetElementsByTagName("a")
strResult = "Total " & colTags.Length & " DOM Anchor Nodes:" & vbCrLf
For Each objTag In colTags
    strResult = strResult & objTag.GetAttribute("href") & vbCrLf
Next
ShowInNotepad strResult

Set colTags = objIE.Document.GetElementsByTagName("*")
arrResult = Array()
For Each objTag In colTags
    For Each objChild In objTag.ChildNodes
        If objChild.NodeType = 3 Then
            ReDim Preserve arrResult(UBound(arrResult) + 1)
            arrResult(UBound(arrResult)) = objChild.NodeValue
        End If
    Next
Next
strResult = "Total " & colTags.Length & " DOM object nodes + total " & UBound(arrResult) + 1 & " #text nodes:" & vbCrLf
strResult = strResult & Join(arrResult, vbCrLf)
ShowInNotepad strResult

objIE.Quit

Sub ShowInNotepad(strToFile)
    Dim strTempPath
    With CreateObject("Scripting.FileSystemObject")
        strTempPath = CreateObject("WScript.Shell").ExpandEnvironmentStrings("%TEMP%") & "\" & .gettempname
        With .CreateTextFile(strTempPath, True, True)
            .WriteLine (strToFile)
            .Close
        End With
        CreateObject("WScript.Shell").Run "notepad.exe " & strTempPath, 1, True
        .DeleteFile (strTempPath)
    End With
End Sub

Also look get text data

UPD3: I want to place here additional check if webpage loading and initialization are completed:

' ...
' Navigating to some url
objIE.Navigate strUrl
' Wait for IE ready
Do While objIE.ReadyState <> 4 Or objIE.Busy
    WScript.Sleep 10
Loop
' Wait for document complete
Do While objIE.Document.ReadyState <> "complete"
    WScript.Sleep 10
Loop
' Processing loaded webpage code
' ...

UPD4: There are some cases when you need to track if a target node have been created in the document (usually it's necessary if you get Object required error while attempting to access the node by .getElementById, etc.):

If the page uses AJAX (loaded page source HTML doesn't contain target node, active content like JavaScript creates it dynamically), there is the example in the below snippet of a page, showing how that could look like. The text node 5.99 might be created after the page was completely loaded, and some other requests to a server for extra data to be displayed have taken a place:

...
<td class="price-label">
    <span id="priceblock" class="price-big color">
        5.99
    </span>
</td>
...

Or if you are loading e. g. Google search result page and waiting for Next button is appeared (especially, if you invoked .click method on the previous page), or loading some page with login web form and waiting for username input field like <input name="userID" id="userID" type="text" maxlength="24" required="" placeholder="Username" autofocus="">.

The below code allows to make an additional check if the target node is accessible:

With objIE
    ' Navigating to some url
    .Navigate strUrl
    ' Wait for IE ready
    Do While .ReadyState <> 4 Or .Busy
        WScript.Sleep 10
    Loop
    ' Wait for document complete
    Do While .Document.ReadyState <> "complete"
        WScript.Sleep 10
    Loop
    ' Wait for target node created
    Do While TypeName(.Document.getElementById("userID")) = "Null"
        WScript.Sleep 10
    Loop
    ' Processing target node
    .Document.getElementById("userID").Value = "myusername"
    ' ...
    '
End With