You have to work on the event "Form_KeyDown()".
By reading each "keycode" and then playing a specific sound using the "Microsoft Multimedia Control"
KSS is correct but just to show you what he means i've written a short piece of code
Private Sub Form1_KeyDown(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles Me.KeyDown
Select Case e.KeyCode
'play note A
'play note B
This was written in the Form_Keydown() event.
"Select Case e.KeyCode" - This is a type of Conditional statement but its better for large numbers of conditions rather than writing out lots of If statements
"Case keys.A" - This means that in the Case of the key "A" being pressed the code beneath it (in this case "'Plays note A" will be executed