As you have already seen, vb 6.0 SP6 will not install on a system that doesn't already have the VB6 product installed. VB 6.0 has never been a free download. It is available with a paid subscription.
The author of the VB6 executable that requires comdlg32.ocx should have distributed it and any other dependencies along with the application. Perhaps you need to re-install or repair that application on your system.