Other users have pointed out that C, C++, and ASM are better for malware. You should expect VB malware to only run on Windows. VB isn't a bad language, but it isn't good either and it is often used by skids. It's better than trying to create Windows malware in super high level Python modules and trying to "compile" it. AFIK a lot of Python compilers just compile to byte code and retain a lot of Python API calls that won't make an executable that can just be dropped anywhere and expected to work.
If you want malware to work outside of Windows, then you should not use VB. You will also need to take care that the malware is not dependent on your version of .NET.