When I copy the VB program to a directory, how can the program find the directory. So, it can read some data on this directory.

App.Path
Will look in the current directory.

For what it is worth, when I depend on data in a txt file I set up a conditional compile so that when I'm doing development I use a string set to the future path.
When I Make the project to its home folder, I go to properties/Make tab and change
"Conditional Compilation Arguements"
from conTestVersion = -1 to conTestVersion = 0. That causes the following code to switch paths

' Set conditional compile for path
#If conTestVersion Then
    '**For Testing
    MyPath = TestingPath
#Else
    MyPath = App.Path
#End If