Visual Basic 2019: MsgBox() doesn't work.

That's a bit to less on informations.
Which project type are you using?Is Is a reference/Import for Microsoft.VisualBasic set?

And why do you use old VB style MsgBox and not the common MessageBox Class?

You can always make your own e.g.

Add this module to your project (add more wrappers as you see fit)

Public Module Dialogs
    Public Function Question(Text As String) As Boolean
        Return (MessageBox.Show(Text, My.Application.Info.Title, MessageBoxButtons.YesNo, MessageBoxIcon.Question, MessageBoxDefaultButton.Button2) = MsgBoxResult.Yes)
    End Function
    Public Function Question(Text As String, Title As String) As Boolean
        Return (MessageBox.Show(Text, Title, MessageBoxButtons.YesNo, MessageBoxIcon.Question, MessageBoxDefaultButton.Button2) = MsgBoxResult.Yes)
    End Function
    Public Sub MsgBox(Text As String)
        MessageBox.Show(Text, My.Application.Info.Title, MessageBoxButtons.OK, MessageBoxIcon.Question, MessageBoxDefaultButton.Button2)
    End Sub
    Public Sub MsgBox(Text As String, Title As String)
        MessageBox.Show(Text, Title, MessageBoxButtons.OK, MessageBoxIcon.Question, MessageBoxDefaultButton.Button2)
    End Sub
End Module

Use it

Public Class Form1
    Private Sub MsgBoxButton_Click(sender As Object, e As EventArgs) Handles MsgBoxButton.Click
        MsgBox("Simple")

        If Question("Continue?") Then
            MsgBox("Yes")
        Else
            MsgBox("No")
        End If
    End Sub
End Class