hi I dont understand the create a enviroment called vbjaengine part I dont see where to do it

Hello! VBJaEngine was the former name of VUEngine. You will have a hard time trying to compile this game today. It requires an old version of gccVB (2.95) and I have no idea of the work involved beyond that, really. It would not make much sense either because the the engine, and the tools around it, became so much better in the meantime. The Mario demo evolved into VUEngine Platformer Demo, so it would make the most sense to rebuild it on that in the latest engine version, if you want to work on it.