Depends what OS you have and what executable you have.
Generally, you have to install the complete installation of Mono, it should give an executable called mono, you only have to run it with that executable, in command line with Terminal or something like that you have to type "mono yourprogram.exe", in GUI, you just have to double-click your visual Basic application and run it with mono.
It's always a good idea to start it in command line so you can see what's going on if it fails.