Working in visual basic, need to validate start and end times in two comboboxes(dropdown boxes))

First, convert your time strings to DateTime values - see here: DateTime.ParseExact Method (System) | Microsoft Docs[^] and supply a format string which only contains Time elements, such as "HH:mm" for a 24 hour time, or "h:mm tt" for a 12 hour version - the case is important! (Formatting a DateTime for display - format string description[^] shows the format codes and what they mean). The exact format will depend on the values you put into your comboboxes.
That gives you two DateTime objects that you can do basic comparison with directly - DateTime.GreaterThan(DateTime, DateTime) Operator (System) | Microsoft Docs[^] for example.

Times can be confusing, since unless they contain a Date element, you have to assume that the day starts and ends at midnight: a shift that starts at 22:00 and ends at 06:00 can't be checked for "end greater than start" - for that, you need to include "2022-08-30 22:00" and "2022-08-31 06:00" which needs a more complicated control than a simple combobox!