If you have access to it, you can connect to any SQL Server in the world using VB.NET. Just like you can also connect to any Oracle, DB2, Sybase, Informix, etc. database server in the world from your desktop using VB.NET as long as you have security rights to get to it.
Local is simply an alias. When installed by default, the SQL Server will have the same name as your machine and can be referred to by that name for any external connections to it. From the machine it is installed on, it can be accessed either by the special aliases of "." or "(local)' as well as by its actual external name which is the same as your machine name.
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