ИнтеллигенцияX

Работать мы будем с классом WebClient.

#скопировать файл используя диалог проводника Windows

На форму поместите Button и ProgressBar

Копирование файла (ProgressBar).zip

Imports System.Net
Imports System.IO
Public Class Form1
    WithEvents WC As New WebClient
    Dim UrlFile As Uri = New Uri("D:\Hard\1.msi")
    Dim Leng As Long
    Public Sub New()
        ' Этот вызов необходим конструктору форм Windows.
        InitializeComponent()
        Dim FI As FileInfo = New FileInfo(UrlFile.LocalPath)
        Leng = FI.Length
    End Sub
    Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
        WC.DownloadFileAsync(UrlFile, "D:\1.msi")
    End Sub
    ' Процедура "копирования"
    Sub DPC(ByVal sender As Object, ByVal e As System.Net.DownloadProgressChangedEventArgs) Handles WC.DownloadProgressChanged
        ProgressBar1.Maximum = Leng \ 1024 ' Max
        ProgressBar1.Value = e.BytesReceived \ 1024 ' Value
        Text = e.BytesReceived \ 1024 & " Кб" ' KbReceived
    End Sub
    ' Копирование завершено
    Private Sub DFC(ByVal sender As Object, ByVal e As System.ComponentModel.AsyncCompletedEventArgs) Handles WC.DownloadFileCompleted
        If e.Error Is Nothing Then
            MsgBox("OK")
        Else
            MsgBox(e.Error)
        End If
    End Sub