Visual basic : Old Microsoft programming language using which you can make applications by even drag & drop & easier coding. Visual aspect makes the design of app easy. In uses the now legacy Winforms UI Components
Visual Studio : The IDE on which you can make applications using Microsoft Development tools & languages such as Visual C++ * Visual basic. You code or design on this.
Visual basic.net : Managed code version of Visual basic, it's not much different from Visual Basic, just that now the code is managed & a MSIL file is made during compilation not the machine code specific application exe.