Custom code in Mendix is usually written in Java (Backend) or JavaSycript/TypeScript (FrontEnd).
You can write custom actions on Java or Java SCript
Custom code in Mendix is written in Java, there is no support for (VB).Net. However, you may be able to execute your existing scripts in Java, see e.g. this StackOverflow thread. Depending on where you intend to deploy your application, you may run into problems if the chosen solution requires exotic permissions: you can't configure much on the Mendix Cloud, but if you run on premise you shouldn't run into these issues. Before committing to such a solution, I would recommend doing a proof of concept.