There's nothing special to it - as long as the framework is installed, a console app or windows app built with vb will run like any normal executable - you just need to create a shortcut to it from where you want to start it.
So, for a quick and dirty example, create a windows application, build it. Using windows explorer, find your solution's\bin\release subfolder, find the executable you just created, right click it and drag it to the desktop, and select create shortcut when you drop the file - now you can start it by double clicking on it on the desktop.
Basically, for simple programs, as long as the right frameworks is installed and all the non gac'd dlls the executable references are distributed with the executable (assuming we're only dealing with managed code, and nothing needs registration), you should be able to start your exec's as you would any other executable in windows.
This seems like too simple a question, am I missing something? :)