A have recently bought a book called Beginning Visual basic.net. My question is if it is possible too use the training examples in Ms Excel. Because the examples in the book don´t work for me. Does anyone now how to help me??

VBA is not .Net, they are quite different. To develop in .Net most people will use a tool such as Visual Studio .Net or ASP.Net WebMatrix. although others are available and it can also be done in a text editor.

VBA - Visual Basic for Applications - is a scripting language inside MS Office products to allow you to add functionality to these systems.

VBA is not a scripting language. VBA is the engine behind VB 6, which certailnly is not a scripting environment.

But to the point, .NET is a major overhaul, and is barely like VB (as delivered prior to .NET).
One example: there are no simple variables in .NET. Everything is an object.

Greg is right; if you want to build .NET samples, you will need .NET. As the book you have will have pointed out, you can write .NET routines and so on with a text editor. But if you want to step through them, debug them, examine variables, etc., you are going to need an Integrated Development Environment.
To run text file you create, you will need the .NET Framework (akin to the VB .DLLs needed to run VB 6 and prior .EXEs and .DLLs).