To get the web browser, you add a reference to shdocvw.dll (Web Browser Control)
Once you have the control on your form, you need to tell it what to do..
Take a look at the Navigate and Navigate2 methods.
When the browser is finished navigating, the DocumentComplete event is fired. Only at this time is the .Document property of the web browser control fully interrogable for the contents of the HTML document. Installing Firefox may help with your understanding of the .Document property as Firefox has a DOM Browser option that allows you to see a webpage in terms of how it is structured to fit into the Document Object Model.
Typically in IE, HTML is used to build a DOM, then the DOM is rendered. This will explain any differences you may find in a HTML raw data you provide/navigate to and the contents of the Document.Body.OuterHTML property
Once you are conversant with the DOM and .Document, you will be able to programmatically interact witha website as if you were sitting at it, clicking. For example, you can find a form object on the site, fill it with values and .Submit() it. You should consult the MSDN documentation for more information. A good google serach term is "DHTML Reference" for things related to HTML structure. THose pages also have links to DOM behaviour, but other tutorials may provide an easier start. Take a look.