First, learn how to use the pre tags to format your code...or even just the "code block" button on the form where you entered your answer.
Secondly, since gListView inherits ListView, it's the same as a ListView. You've already set up your ImageList which is the first step. Then, in the gListView properties, you have to set either LargeImageList or SmallImageList to that ImageList. (Which one you use depends on whether your View is set to LargeIcon or SmallIcon.) Though, the way you're adding it, you have to set the ListViewItem's ImageList to the ImageList Then, when you add the new item, add the ImageKey associated with that item.
Dim LI As New ListViewItem
LI.Text = String.Concat(
LI.SubItems.Add(String.Concat(
LI.SubItems.Add(String.Concat(
LI.SubItems.Add(String.Concat(
LI.SubItems.Add(String.Concat(
LI.ImageList = ImageList1
LI.ImageKey = 5