The VBA way of handling errors does not work with VB.Net, VB.Net uses exceptions as a way of expressing errors, these need to be caught in a Try..Catch block, e.g.
SilkTest.Ntf exposes a number of different exception types, if you don't know the type but just want to catch them all use the Exception.
Public Module Main
Dim _desktop As Desktop = Agent.Desktop
Public Sub Main()
' Cause an exception
Catch c1 As SilkTest.Ntf.ObjectMapIdentifierNotFoundException
Catch ex As Exception
To allow a script to catch these errors (rather than the Workbench) you need to turn off a setting in the Options; Playback ~ General ~ Catch Exceptions when Thrown.