I was wandering if .NET applications wrote in VB depends on some dlls like VB6 on VBRun? can I some how compile the .NET application and run it on any other Windows that not have .NET installed?

All programs written in any .NET language require the computer that's using the program to have the .NET framework installed. That also depends on what version of the framework you wrote your program for.

Version 2002: .NET 1.0
Version 2003: .NET 1.1

how I (or user) can install this framework to this computer? is this framework in setup of compiled program or I need to put it and send it with framework file...