To get the list of file you can use DirectoryInfo. And iterate through the file names and add them to the combobox one by one.
Dim di As New IO.DirectoryInfo("D:\MyFolder")
Dim directoryObject As IO.FileInfo() = di.GetFiles()
Dim fileInfoObject As IO.FileInfo
For Each fileInfoObject In directoryObject
ListBox1.Items.Add(dra)
Next