You begin your research reading the methods and properties from msdn (link) Look though the list of properties and method to find the one that returns the text from the selection field of the combobox. Then all you have to do is copy the text into a textbox (a simple assignment)
I could just tell you, but I won't because you need to learn how to find out those things for yourself. It's part of the learning process.
You should look at using the ComboBox_SelectedIndexChanged event.
This can be handled like so:
Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As Object, ByVal e As EventArgs) Handles ComboBox1.SelectedIndexChanged
TextBox1.Text = ComboBox1.SelectedValue
Catch ex As Exception