I'm assuming that you are using Microsoft Visual Studeo of some version.
What I would do is to add a Button from the toolbox over at the left-hand side of the screen. It may be auto-hidden, if so just hover over the tab that says "Toolbox". Just drag and drop the button to your form. Click on the button you just added.
Now look over to the right of the screen for the "Properties" box. Look for the property labeled "(name)". Double click it and replace the default name with something more meaningful (ie hiButton).
Now look for "Text" in the properties box. The Text property is the text on the button. Replace the default value (which is usually "Button1") with something like "Click me" or anything really.
Next, double-click on the button on your form. This opens up the code editor for the project and also adds an event handler for the click event of the button. You should see something like:
Private Sub hiButton_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles hiButton.Click
End Sub
Make sure your cursor is in between the two parts. Here's where you add the code to make the button do something. The simplest way in this case would be to pop up a message box like windows uses for errors and whatnot. Type this in:
messagebox.show("Hello World")
You should now have something like:
Private Sub hiButton_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles hiButton.Click
messagebox.show("Hello World")
End Sub
Now it's time to test. Click on the little right facing triangle in the toolbar at the top, or go to the Debug menu and click "Start Debugging". Your project should load and you can test out your button.
ByVal is something that tells the editor that it's an incoming variable for a sub or function. It's really not important in this case. It only really is used when creating your own subs or functions, and even then you don't have to actually type it if you don't want to. The editor adds it for you if you leave it off.
I might suggest buying a VB book to help you in learning it. The internet is great, but nothing beats a good reference book when you are teaching yourself. You could also take classes at your local college or whatever. It's always nice to have a teacher who can help you figure out what you're doing wrong.