test.vb

Imports Microsoft.CodeAnalysis
Imports Microsoft.CodeAnalysis.VisualBasic
Imports Microsoft.VisualBasic.CompilerServices

Module Module1
    Sub Main()

        Dim code = "Module Module1" + Environment.NewLine +
                       "Sub Main()" + Environment.NewLine +
                           "System.Console.WriteLine(My.Application.Info.AssemblyName)" + Environment.NewLine +
                       "End Sub" + Environment.NewLine +
                   "End Module"

        Dim tree = VisualBasicSyntaxTree.ParseText(code)

        Dim compilation = VisualBasicCompilation.Create("test").
            AddSyntaxTrees(tree).
            AddReferences(MetadataReference.CreateFromFile(GetType(Object).Assembly.Location)).
            AddReferences(MetadataReference.CreateFromFile(GetType(StandardModuleAttribute).Assembly.Location))

        Dim emitResult = compilation.Emit("test.exe")
        If Not emitResult.Success Then
            Console.Write(String.Join(Environment.NewLine, emitResult.Diagnostics))
        End If

        Console.ReadLine()

    End Sub
End Module