convert the 1-dimension byte array to varbinary(max)

There are a couple of things here: VB.NET has no concept of varbinary(max) - that is an SQL datatype, not .NET, and depending on your byte content it may or may not be readable as a string anyway, so displaying it in a message box may be more complex than you think.

So I will assume you want to save an array of bytes to an SQL database in a varbinary field, and show you how to convert a byte array to a string (for whatever good it will do you - it may not be any real use as far as human readability is concerned)
Output byte array to SQL:

Dim bytes as Byte() = File.ReadAllBytes(path)
Using con As New SqlConnection(strConnect)
    con.Open()
    Using com As New SqlCommand("INSERT INTO myTable (myColumn) VALUES (@COL)", con)
        com.Parameters.AddWithValue("@COL", bytes)
        com.ExecuteNonQuery()
    End Using
End Using

Convert bytes to string:

Dim bytes As Byte() = File.ReadAllBytes(path)
Dim s As String = System.Text.Encoding.ASCII.GetString(bytes)

Depending on what is in your byte array, you might need to use a different Encoding value than ASCII