MessageBox

In the System.Windows.Forms namespace you have the MessageBox class.
link - docs.microsoft.com/en-us/dotnet/api/system.windows.forms.messagebox?view=net-5.0

System.Windows.Forms.MessageBox.Show( 
   System.Windows.Forms.IWin32Window owner, 
   string text, 
   string caption, _ 
   System.Windows.Forms.MessageBoxButtons buttons 
   System.Windows.Forms.MessageBoxIcon icon 
   System.Windows.Forms.MessageBoxDefaultButton defaultbutton 
   System.Windows.Forms.MessageBoxOptions options) 
   As System.Windows.Forms.DialogResult

MessageBoxButtons

AbortRetryIgnore
OK
OKCancel
RetryCancel
YesNo
YesNoCancel

MessageBoxIcon

None	The message box contain no symbols.
Information	The message box contains a symbol consisting of a lowercase letter i in a circle.
Asterisk	same as above
Error	The message box contains a symbol consisting of white X in a circle with a red background.
Hand	same as above
Stop	same as above
Exclamation	The message box contains a symbol consisting of an exclamation point in a triangle with a yellow background.
Warning	same as above
Question	The message box contains a symbol consisting of a question mark in a circle.

MessageBoxDefaultButton

Button1	The first button on the message box is the default button.
Button2	The second button on the message box is the default button.
Button3	The third button on the message box is the default button.

MessageBoxOptions

DefaultDesktopOnly	The message box is displayed on the active desktop. This constant is the same as ServiceNotification except that the system displays the message box only on the default desktop of the interactive window station DefaultDesktopOnly will cause the application that raised the MessageBox to lose focus. The MessageBox that is displayed will not use visual styles. For more information, see Rendering Controls with Visual Styles.
RightAlign	The message box text is right-aligned.
RtlReading	Specifies that the message box text is displayed with right to left reading order.
ServiceNotification	The message box is displayed on the active desktop. The caller is a service notifying the user of an event. The function displays a message box on the current active desktop, even if there is no user logged on to the computer.

DialogResult

Abort
Cancel
Ignore
No
None
OK
Retry
Yes

Microsoft.VisualBasic.MsgBox

Microsoft.VisualBasic.MsgBox(prompt As Object, _ 
                          [ buttons As Microsoft.VisualBasic.MsgBoxStyle = MsgBoxStyle.OKOnly ], _ 
                            [ title As Object = Nothing ], _ 
                                    As Microsoft.VisualBasic.MsgBoxResult

When you have a look inside it is easy to see which method should be used to display a message box.
It appears that Microsoft.VisualBasic.MsgBox() does some exception check and then passes the call onto System.Windows.Forms.MessageBox.Show() this then does pretty much the same exception checking and the passes the call onto System.Windows.Forms.SafeNativeMethods.MessageBox() which is itself a wrapper for a win32 API call to user32.dll.