CreateWindowEx creates an overlapped, pop-up, or child window with an extended style.

DestroyWindow destroys the specified window. The function sends WM_DESTROY and WM_NCDESTROY messages to the window to deactivate it and remove the keyboard focus from it. The function also destroys the window’s menu, flushes the thread message queue, destroys timers, removes clipboard ownership, and breaks the clipboard viewer chain (if the window is at the top of the viewer chain).

Code:
    Const WS_EX_TRANSPARENT As Int32 = 32
    Const WS_EX_TOOLWINDOW As Int32 = 128
    Const WS_EX_CONTEXTHELP As Int32 = 1024
    Const WS_EX_STATICEDGE As Int32 = 131072
    Const WS_EX_APPWINDOW As Int32 = 262144
    Const WS_SYSMENU As Int32 = 524288
    Const WS_BORDER As Int32 = 8388608
    Const WS_CHILD As Int32 = 1073741824
    Const WS_POPUPWINDOW As Int32 = (WS_POPUP Or WS_BORDER Or WS_SYSMENU)
    Const WS_POPUP As Int32 = -2147483648
    Const CW_USEDEFAULT As Int32 = -2147483648
    Const SW_NORMAL As Int32 = 1
    Private Structure CREATESTRUCT
        Public lpCreateParams, hInstance, hMenu, hWndParent, cy, cx, y, x, style As Int32, lpszName, lpszClass As String, ExStyle As Int32
    End Structure
    Private Declare Function apiCreateWindowEx Lib "user32" Alias "CreateWindowExA" (ByVal dwExStyle As Int32, ByVal lpClassName As String, ByVal lpWindowName As String, ByVal dwStyle As Int32, ByVal x As Int32, ByVal y As Int32, ByVal nWidth As Int32, ByVal nHeight As Int32, ByVal hWndParent As Int32, ByVal hMenu As Int32, ByVal hInstance As Int32, ByRef lpParam As CREATESTRUCT) As Int32
    Private Declare Function apiDestroyWindow Lib "user32" Alias "DestroyWindow" (ByVal hWnd As Int32) As Int32
    Private Declare Function apiShowWindow Lib "user32" Alias "ShowWindow" (ByVal hWnd As Int32, ByVal nCmdShow As Int32) As Int32
    Private hWnd As Int32
    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        Dim CS As New CREATESTRUCT
        hWnd = apiCreateWindowEx(WS_EX_STATICEDGE Or WS_EX_TRANSPARENT, "STATIC", "New Window name", WS_CHILD, 10, 10, 200, 200, Me.Handle.ToInt32, 0, VB6.GetHInstance.ToInt32, CS) 'Create a new label
        MessageBox.Show("Handle created: " & hWnd)
        apiShowWindow(hWnd, SW_NORMAL) 'Show label
    End Sub
    Private Sub Form1_FormClosed(ByVal sender As Object, ByVal e As System.Windows.Forms.FormClosedEventArgs) Handles Me.FormClosed
        apiDestroyWindow(hWnd) 'Destroy label
    End Sub