Q:

How to save data into application vb.net ? (Not use database or txt file)

I a newbie in VB.net. I have a small project that save data from textbox. (just simple: create textbox, fill my name to textbox and save it). 
But I don't want use database or txtfile because if I use like that, I will have 2 file: my app.exe and database file. I don't know whether there have anyway to save data into this my app.exe. Just have 1 file app.exe, database is included in this app (App is same to excel file: just have 1 file excel which can fill data and save) 

A:

Obviously you have a class Student (from your comment)
public class Student
{
    public int Id { get; set; }
    public string Name { get; set; }
    public int Age { get; set; }
}

For binding to DataGridView you can use BindingList<Student>.  
Then when you close your application save in JSON format.
var data = _yourBindingList.ToList();
var serializedData = Newtonsoft.Json.JsonConvert.SerializeObject(data);
System.IO.File.WriteAllText(@"fileName.anyExtensionYouWant", serializedData);

When application starts load data from the file and deserialize it.
var data = System.IO.File.ReadAllText(@"fileName.anyExtensionYouWant", serializedData);
var loadedStudents = Newtonsoft.Json.JsonConvert.DeserializeObject<List<Student>>(data);

_yourBindingList = new BindingList(loadedStudents);
yourDataGridView.DataSource = _yourBindingList;

