Where is App.config?

Answer 1

Should be in the same directory as binaries, but you have to add it to your solution first, using Visual Studio window for adding new files to soultion.

Add -> New Item -> Application configuration file

Answer 2

Im pretty sure you can use web.config if youre in a web app or web solution.

Otherwise, see here

[EDIT] In my VS the app file can be added like: Add new item -> General -> Application Configuration file

Answer 3

You can add an app config file to any vb project by

right clicking on the project -> Add-> New Item -> ...

and selecting either

Application Configuration File

or selecting

Web Configuration File

(for app.config or web.config respectively)