The transistion for a "concieved to be" hard lanuage like C to one like Basic is harder than I thought!

I am a bit confused by where the "focus" of the program is at any given moment. In C from when I start i.e

void main(void)
{
do this
then do this
then wait here untill event X happens
}

I always know where the program is and what its doing.

One of my main questions is where does the program start from? As far as I can tell the program "starts" in the Private Sub Form_Load() of my main form.

From here I am calling my functions as if this was main(void) in C. Is this the right thing to do?

Thanks