scrrun.dll
That's the exact name of the dynamic link library (dll).
In that library of functions, the file system object can be referenced and used.
To add a reference to your project, simply click on the the Projects menu, click on the References Menu, and a form should show up listing the different libraries that are registered to be used with Visual Basic.
They are in alphabetical order. Look for Microsoft Scripting Runtime and check it's box, if it's not checked already. The Microsoft Script Control is a component used for writing scripts. It does not include the File System Object.
In the declarations section of your form you should declare your own File System Object. Declare an object variable
Option Explicit
dim MyFS0 as FileSystemObject
Dim strFileName as String
And then you should instantiate the object or make an instance of the object using the Set statement
Private Sub Form_Load()
Set MyFSO = New FileSystemObject
' You can now use it.
if MyFSO.FileExists(strFileName) then
' Code if it exists
else
' Code if it doesn't exist
endif
' Be careful to reclaim your variable space in memory after done using the object
Set MyFSO = nothing
End Sub
More in depth information should be gleaned from the MSDN Library:
What Can You Do With Visual Basic: Processing Drives, Folders, and Files 
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