The &H denotes that the number is in hex. You can go with the dec version of hex 14 which is 20.
Private Const VK_CAPITAL As Integer = &H14 is the same as:
Private Const VK_CAPITAL As Integer = 20

Take a look at winuser.h - it is a kind of an include in the C++ environment when developing windows programs. It is very possible that you also have it buried somewhere in your computer too.

The file lists many numeric constants that Windows uses for it's api functions. Whether you are using C++ , VB or whatever, the OS needs those numbers and not their names. In winuser.h scroll down to the '* Virtual Keys, Standard Set' and you'll find
#define VK_CAPITAL 0x14. As i said 0x denotes hex in C++ just like &H denotes hex in VB. If you need to press the Pause key you take 0x13 or &H13 respectively...or just 19 in dec.