I assume the 2d array is to store each individual digit in each individual row. Also assume we only have 4 lines of 5 numbers each. (Don't assume this, unless you know its forceable--otherwise calculate the necessary size and redim the array)
Dim myArray(4, 5) As Integer, y As Integer = 0, x As Integer = 0
Dim fullpath = "Path to File"
Using sr As StreamReader = New StreamReader(fullpath )
Do While sr.Peek() >= 0
For Each c As Char In sr.ReadLine
Try
myArray(x, y) = Integer.Parse(c)
Catch ex As Exception 'i assume this is the only possible error, but we could be out of bounds due to assuming the actual size of the file/line... catch specific exceptions as necessary'
Console.WriteLine(String.Format("Error converting {0} to an integer.", c))
End Try
y += 1
Next
x += 1
y = 0
Loop
End Using