While it is possible to do, I don't believe anybody has written a C/C++/Java compiler in VB.NET or C#. Writing a compiler is quite an undertaking, if you are wanting to go down that road then I would suggest learning
ANTLR[
^].
However due to the question itself, I'm pretty sure that this may be a task that is a bit over your head. If you want to study how compilers work there are many books on the subject (but fair warning, most are theoretical in nature). Assembly is the easiest compiler to start with, if you can write that one, then move on to the next.
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BTW, Java is not a compiled language so-to-speak, its an interpreted one. The Java "compiler" compiles the source to bytecode, which is then interpreted by the Java VM. To make Java work on a different OS, you don't port the Java compiler, you port the Java virtual machine. Depending on the OS and architecture, this is either relatively simple or extremely complex.
This is why Java is an operating system independent programming language. You compile it once and run it anywhere. The JVM is what does the hard lifting.
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