It is VERY IMPORTANT TO MAKE IT CLEAR: your app is targeting AutoCAD 2025, or AutoCAD 2024 or earlier. It is only clear to see the pictures of your later reply, or the attached VS project, that you are indeed targeting AutoCAD 2025.
AutoCAD 2025 uses .NET 8, not .NET Framework. So, your Visual Studio project is wrong, where you .NET Framework 3.5, and added AutoCAD 2025's COM API reference by letting VS to generate the AutoCAD COM .NET Interop DLL, which is .NET 8 based. That is why you saw the error when running your app: it uses .NET Framework runtime and trying to load the AutoCAD .NET interop of .NET8.
You should create a .NET 8 EXE project and then add AutoCAD 2025's COM interop DLLs. When adding AutoCAD COM interop DLLs, you do not have to use "COM" tab in the "Add References" dialog; you simply click "Browse" button and navigate to the AutoCAD 2025 install folder (C:\Program Files\Autodesk\AutoCAD 2025\" and select "Autodesk.AutoCAD.Interop.dll" and "Autodesk.AutoCAD.Interop.Common.dll".
Again, since you are "newbie", and probably mainly focusing on programming for AutoCAD 2025 or later, DO NOT WASTE time on VB.NET, Microsoft has stopped VB.NET advancement since .NET6 already.
As I previously suggested, using standalone EXE to control AutoCAD session via AutoCAD COM API is rarely a good application solution. If you have just started learning, then learning AutoCAD .NET API is much better time/energy investment.