There is no animation object like you put buttons and other controls on Forms in VB6 or VB.net.
For game programming, you use DirectX and create a device object, draw what you want using DirectX methods and paint it onto your application window.
The process is simpler if you use C++. Do not use VB 6.0 or you will cry for hours. Use VB.net 2008 or above as you do not have to define any functions etc.
You need to install DirectX SDK before you can use it for programming. Go through the help files in SDK for basic starting knowledge.
I have also seen some VB apps that put a Adobe Flash object in window and then load Flash game in it. But that requires knowledge of making Adobe Flash based games.
Note that game programming is a whole lot of headache because it requires knowledge of many different types including Physics. You might want to join a school/institute/university etc for a well designed course on game programming.