As for the tabs, that's the easiest. Just use the TabControl from the controls toolbox. Use the TabPages property in the Properties window to customize the number of tabs and the labels on the individual tabs. You can use the visual editor to page through the tabs and add controls to each tab.
To make an image that your user can click on, drag a PictureBox control onto your form. Use the Image property in the Properties window to browse to an image saved on your computer that you want to use for this picture box. (Use the Import button in the Select Resource dialog box to get to the Browse function.) The picture format will need to be either .gif, .jpg, .bmp, .wmf, or .png.
Next, double click on the Picture Box control in the visual designer to automatically generate a Click event handler. Now, to make it open a web page when the user clicks on the picture, you can use this code:
Private Sub PictureBox1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles PictureBox1.Click
Process.Start("http://www.google.com")
End Sub
On your last question, if you want to make a popup message with your custom text, use this code:
MessageBox.Show("Your message goes here.")
Hope that gets you started. Since you're just beginning to learn VB, I would suggest to you that you don't immediately start with the project you currently have in mind. It sounds to me like you need to first learn the language and familiarize yourself with the IDE. You should first start with some basic tutorials to help you learn the concepts of VB, then, when you feel more confident, begin work again on this project you mentioned in your original post. A quick Google search for "vb.net tutorials" should give you thousands of results.