If what you have shown is your application then you need to show us what you've actually done so far that is relevant to the issue. If it's not your app then I don;t see that this is even a VB.NET question because you already have some other tool telling you that it's not connected so you need to fix that first, before you can even think about using VB.NET.
Regardless, the manufacturer will almost certainly provide API documentation so you need to read that thoroughly. If there is no managed API then you need to have a decent understanding of how to invoke unmanaged code in VB.NET, which means reading up on Platform Invoke (pinvoke), which is exactly how you invoke Windows API functions from VB.NET.
Here's an answer to cover the eventualities of what you failed to mention when explaining the problem, and what you're specifically trying to do...
Firstly if it is in fact ACS ACR125U-M1 it'll have a usb cable which generally makes devices like this plug and play. However, If you can't see the device, you may need to install a driver first, although highly unlikely. If there is a required driver and it is installed, windows would be able to see the device, and thus allow you to connect to it using vb.net or whatever language you chose.
To pre-programme the device, you would use whatever the applicable micro-controller is to read and write to the devices chipset, providing the device isn't protected.
Devices like this generally come with an SDK, so start looking though the CD that came with the device, as it will contain the documentation to connect your application with the language of your choice to the device.