AFAIK you cannot initialize an empty multi-dimensional array. and you cannot ReDim it either as ReDim only accepts 1 parameter.
You could use a single array to do the same job though. You just have to manage the array yourself.
e.g.
Sub Main
   Dim MultiArray() As Integer
   Dim I As Integer, J As Integer
   Dim Dim1 As Integer, Dim2 As Integer
   
   Dim1 = 3
   Dim2 = 3
   
   Call ReDimArray(MultiArray(), Dim1, Dim2)
   For I = 0 To 3
      For J = 0 To 3
         Call SetArray(MultiArray, I, J, I + J)
         Print GetArray(MultiArray, I, J)
      Next J
   Next I
End Sub
Function ReDimArray(ByRef MultiArray() As Integer, dim1 As Integer, dim2 As Integer)
   ReDim MultiArray(dim1 * dim2)
End Function
Function SetArray(ByRef MultiArray() As Integer, dim1 As Integer, dim2 As Integer, value As Integer)
   MultiArray(dim1 * dim2) = value
End Function
Function GetArray(ByRef MultiArray() As Integer, dim1 As Integer, dim2 As Integer) As Integer
   GetArray = MultiArray(dim1 * dim2)
End Function