'Open New Project.Add Module and write down this public function on it.
Public Declare Function FindFirstFile Lib "kernel32" Alias "FindFirstFileA" (ByVal lpFileName As String, lpFindFileData As WIN32_FIND_DATA) As Long
Public Const MAX_PATH = 260
Public Type FILETIME
dwLowDateTime As Long
dwHighDateTime As Long
End Type

Public Type WIN32_FIND_DATA
dwFileAttributes As Long
ftCreationTime As FILETIME
ftLastAccessTime As FILETIME
ftLastWriteTime As FILETIME
nFileSizeHigh As Long
nFileSizeLow As Long
dwReserved0 As Long
dwReserved1 As Long
cFileName As String * MAX_PATH
cAlternate As String * 14
End Type


'
Put one label,one textbox and on button on the form.Write down the codes below on it.

Private Sub Command1_Click()
Dim c As WIN32_FIND_DATA
If Not Text1.Text = "" Then
t& = FindFirstFile(Trim(Text1.Text), c)
If t& = -1 Then
MsgBox "The file isn't found in that directory", , "Warning"
Else
MsgBox "We found it", , "Message"
End If
End If
End Sub
Private Sub Form_Load()
Label1.FontSize = 12
Label1.FontBold = True
Label1.Caption = "Enter File Name "
Text1.FontSize = 12
Text1.FontBold = True
Text1.Text = ""
Command1.Caption = "Find It!"
End Sub