What language is the best depends on what you want to program (although I'm a completely C-convinced guy). Anyway, for a game engine, you should use C and/or C++, with perhaps a bit of assembler (of course, there are other languages, such as Delphi, which is good too). However, do not use Visual Basic to program such a thing. It is damn to slow and too limited for a game engine.
Now you're asking for the difference between Visual Basic and Visual C++. These are completely different languages, so I can't make a list of the differences between them. The important aspect is the one I mentioned above: Visual Basic is very slow and too limited, although it is easier. Believe me, I know what I'm talking about. I've been using Visual basic for years, being reluctant to learn C++. When I finally decided to learn it, I was amazed by all the things I could do with it.
As for your last question, "Where can I download it"... Both VC++ and VB are made by Microsoft, and I guess they would not give you them freely.