Hey Sumit
Yup, you will need to provide the TO email address during mail merge to send email. You can pass the email address to "MailAddressFieldName" parameter by equating to the column name containing email addresses with the datasource binded to mail merge doc.
Sample code below.
With wrdApp.ActiveDocument.MailMerge
.Destination = oWord.WdMailMergeDestination.wdSendToEmail
.MailFormat = oWord.WdMailMergeMailFormat.wdMailFormatHTML
.MailSubject = "Test mail "
.MailAddressFieldName = "Email_Address"
.MailAsAttachment = False
.Execute(Pause:=False)
End With
Hope it helps.
Nitin