It is not the controls (which don't yet exist) that you want to cycle through, but the cells in the added row. e.g.
Code:
Sub addR()
Dim oTable As Table
Dim oCell As Cell
Dim oNewRow As Row
'identify table
Set oTable = ActiveDocument.Tables(1)
' Insert new row
Set oNewRow = oTable.Rows.Add
'identify the required cell in the new row
Set oCell = oNewRow.Cells(1) 'the first cell in the row
'add a date control to the cell
ActiveDocument.ContentControls.Add wdContentControlDate, oCell.Range
lbl_Exit:
Exit Sub
End Sub