You have a 2D array, so the only possible loop construct that will iterate all values is a nested For loop.
If I understand your problem statement correctly, you want to break out of that nested loop when you encounter an empty string value.
That's making a lot of assumptions about what's actually in that array. Let's start by assuming a row/column layout, respectively in dimension indices 1 and 2 - and because we don't know where the data came from (a worksheet range? some file? hard-coded?), let's not hard-code the lower and upper bounds of the loops:
Dim row As Long
For row = LBound(data, 1) To UBound(data, 1)
    Dim break As Boolean
    Dim col As Long
    For col = LBound(data, 2) To UBound(data, 2)
        'Operations
        Dim value As Variant
        value = CStr(data(row, col))
        If value = vbNullString Then
            break = True
            Exit For
        End If
    Next
    If break Then Exit For
Next
There's a problem though: this will break out of the loop as soon as an empty string is encountered - which may or may not be what you wanted.
If you want to stop iterating rows when you found a row where every column contains an empty string, then this isn't it. You need more precise logic. Something like this:
Dim row As Long
For row = LBound(data, 1) To UBound(data, 1)
    Dim rowContents As String
    Dim col As Long
    For col = LBound(data, 2) To UBound(data, 2)
        'Operations
        rowContents = rowContents & CStr(data(row, col))
    Next
    If Strings.Trim(rowContents) = vbNullString Then Exit For
Next
Note that both of these loops will blow up if any "cell" contains an error value. You can guard against that using the IsError function.
But then again, this is assuming you're iterating rows. And if you're in Excel and you're iterating a 2D array where the first dimension represents rows, and you're looking to stop a loop once you've found a "row" that contains nothing but empty "cells", then the real problem you're trying to solve is "find the last used row in a range", and you're doing all this for nothing and this answer is what you really want to use:
With Sheets("Sheet1")
    If Application.WorksheetFunction.CountA(.Cells) <> 0 Then
        lastrow = .Cells.Find(What:="*", _
                      After:=.Range("A1"), _
                      Lookat:=xlPart, _
                      LookIn:=xlFormulas, _
                      SearchOrder:=xlByRows, _
                      SearchDirection:=xlPrevious, _
                      MatchCase:=False).Row
    Else
        lastrow = 1
    End If
End With
I could keep extrapolating about what you're really trying to achieve all day, but I'll stop here.