No, VFP "When" event haven't equivivalent in VB. If I ignore events which are not involved in moving of focus (KeyDown, KeyUp, MouseDown, MouseUp, etc.), events of TextBox are fired in this sequence:
GotFocus-(TextBox have the focus)-Validate-LostFocus.
Validate event in VB are different from Valid event in VFP and occurs ONLY IF CausesValidation PROPERTY OF NEXT CONTROL IN TAB-ORDER IS SET TO True.