I don't use VB.Net enough to comment on that part.

As to coping code examples, I'm afraid that is basically the best option.. you can get information from places like MSDN (note that each category listed there can contain hundreds of API's!) about what the parameters mean and what constants to use etc, but it can take a lot of work to build up to the equivalent of an example that somebody else has already created.

Once you have got an example, store it somewhere so that you can easily find it again - the API Viewer I linked to before already contains some VB.Net examples as well as a place to store your own code/notes for each API (and it also tells you what the parameters etc mean).