I can create object like adodb.connection and things of the sort, but what I do have the hardest time trying to find, is how to create a visual object during runtime.

Say that the program starts, the only thing that is present is the form with nothing but a button. When you click that button a text box is created, but it was not there to begin with (it was not hiding, or invisible) it didnt exist.

Is there any possible way to create object like that during runtime?

there are two ways.
First, create a design time an object with index 0, make it invisible and at run time use Load to create any object after the first, for example Load MyTextBox(1)
Second, use the Controls.Add method

Marco