Right click the sheet's tab, View Code, and paste. Add the reference as commented.
Code:
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Dim r As Range, c As Range, e
'Tools > References > Microsoft Scripting Runtime
Dim dic As Dictionary 'Early Binding metho
Set c = Intersect(Target, [D4:G7])
If c Is Nothing Then Exit Sub
If c.Count <> 1 Then Exit Sub
Set dic = New Dictionary
For Each c In Range("K3", Range("K3").End(xlDown))
If Cells(c.Row, "K") = Cells(Target.Row, "C") And _
Cells(c.Row, "L") = Cells(3, Target.Column) Then
e = Cells(c.Row, "J")
If Not dic.Exists(e) Then dic.Add e, Nothing
End If
Next c
If dic.Count = 0 Then
MsgBox "None", , "Names Found"
Else
MsgBox Join(dic.Keys, vbLf), , "Names Found"
End If
End Sub