For Com port there is the "Microsoft Comm control" in visual basic. you could use that one also to scan the available serial ports with a request and check, what is connected.
I do not know of a control for the parallel port, but it would definitely be useful. If you find, please let me know. Else I'll one day have to do it by myself. There must be some API calls...
For the usual stuff with the printer port there is the Printer object and GDI functions, check it in MSDN.
You can also open a channel with

Open "lpt1" for output as channel
print #channel, " This is a test!"
close #channel