Working with usercontrols - need mousedown to work in a control (rectangleshape)

If you want to pass the event from the UserControl to a parent container, like a Form, then you need to:

1. expose either a Method to a delegate (a method or function to call from within the UserControl) or

2. add a public Event property to the UserControl that the form can Listen to and raise it from within the UserControl when you want to notify the parent container. This is called event bubbling. ref: Declaring and Raising Events - Visual Basic | Microsoft Learn[^]

As you are a beginner, I would suggest option 2.

1. USerControl Designer

Partial Class UserControl1
    Inherits System.Windows.Forms.UserControl

    'UserControl overrides dispose to clean up the component list.
    <System.Diagnostics.DebuggerNonUserCode()> _
    Protected Overrides Sub Dispose(ByVal disposing As Boolean)
        Try
            If disposing AndAlso components IsNot Nothing Then
                components.Dispose()
            End If
        Finally
            MyBase.Dispose(disposing)
        End Try
    End Sub

    'Required by the Windows Form Designer
    Private components As System.ComponentModel.IContainer

    'NOTE: The following procedure is required by the Windows Form Designer
    'It can be modified using the Windows Form Designer.  
    'Do not modify it using the code editor.
    <System.Diagnostics.DebuggerStepThrough()> _
    Private Sub InitializeComponent()
        PictureBox1 = New PictureBox()
        CType(PictureBox1, ComponentModel.ISupportInitialize).BeginInit()
        SuspendLayout()
        ' 
        ' PictureBox1
        ' 
        PictureBox1.BackColor = Color.Red
        PictureBox1.Location = New Point(205, 104)
        PictureBox1.Name = "PictureBox1"
        PictureBox1.Size = New Size(246, 179)
        PictureBox1.TabIndex = 0
        PictureBox1.TabStop = False
        ' 
        ' UserControl1
        ' 
        AutoScaleDimensions = New SizeF(10F, 25F)
        AutoScaleMode = AutoScaleMode.Font
        Controls.Add(PictureBox1)
        Name = "UserControl1"
        Size = New Size(684, 432)
        CType(PictureBox1, ComponentModel.ISupportInitialize).EndInit()
        ResumeLayout(False)
    End Sub

    Friend WithEvents PictureBox1 As PictureBox
End Class

Adding the custom event to the UserControl:

Public Class UserControl1
    Private Sub PictureBox1_MouseDown(
        sender As Object,
        e As MouseEventArgs)
        Handles PictureBox1.MouseDown

        RaiseEvent ShapeMouseDown(sender, e)

    End Sub

    Public Event ShapeMouseDown(sender As Object, e As MouseEventArgs)

End Class

Now when the Shape (PictureBox) event is raised, we bubble it up to the Form (Parent Container)

Now to handle the event. When you compile the project, then add the USerControl, you will see the custom event named ShapeMouseDown. We can double-tap and create an event handler in the Form. Here is the form designer snippet wiring up the event:

Private Sub InitializeComponent()
    UserControl11 = New UserControl1()
    SuspendLayout()
    ' 
    ' UserControl11
    ' 
    UserControl11.Location = New Point(12, 2)
    UserControl11.Name = "UserControl11"
    UserControl11.Size = New Size(776, 436)
    UserControl11.TabIndex = 0
    ' 
    ' Form1
    ' 
    AutoScaleDimensions = New SizeF(10F, 25F)
    AutoScaleMode = AutoScaleMode.Font
    ClientSize = New Size(800, 450)
    Controls.Add(UserControl11)
    Name = "Form1"
    Text = "Form1"
    ResumeLayout(False)
End Sub

Friend WithEvents UserControl11 As UserControl1

And now the Form code-behind:

Public Class Form1
    Private Sub UserControl11_ShapeMouseDown(
        sender As Object,
        e As MouseEventArgs)
        Handles UserControl11.ShapeMouseDown

        MsgBox("Shape Mouse Down Event")

    End Sub
End Class

Now when you Mouse-Down on the Shape (PictureBox), the ShapeMouseDown event is raised by the USerControl, captured by the Form, and a Message Box is displayed.

Hope this is clear enough.

UPDATE

I am not sure why you are having so much difficulty. Here are the complete file dumps:

1. Form1.Designer.vb

<Global.Microsoft.VisualBasic.CompilerServices.DesignerGenerated()>
Partial Class Form1
    Inherits System.Windows.Forms.Form

    'Form overrides dispose to clean up the component list.
    <System.Diagnostics.DebuggerNonUserCode()>
    Protected Overrides Sub Dispose(ByVal disposing As Boolean)
        Try
            If disposing AndAlso components IsNot Nothing Then
                components.Dispose()
            End If
        Finally
            MyBase.Dispose(disposing)
        End Try
    End Sub

    'Required by the Windows Form Designer
    Private components As System.ComponentModel.IContainer

    'NOTE: The following procedure is required by the Windows Form Designer
    'It can be modified using the Windows Form Designer.  
    'Do not modify it using the code editor.
    <System.Diagnostics.DebuggerStepThrough()>
    Private Sub InitializeComponent()
        UserControl11 = New UserControl1()
        SuspendLayout()
        ' 
        ' UserControl11
        ' 
        UserControl11.Location = New Point(12, 2)
        UserControl11.Name = "UserControl11"
        UserControl11.Size = New Size(776, 436)
        UserControl11.TabIndex = 0
        ' 
        ' Form1
        ' 
        AutoScaleDimensions = New SizeF(10.0F, 25.0F)
        AutoScaleMode = AutoScaleMode.Font
        ClientSize = New Size(800, 450)
        Controls.Add(UserControl11)
        Name = "Form1"
        Text = "Form1"
        ResumeLayout(False)
    End Sub

    Friend WithEvents UserControl11 As UserControl1
End Class

2. Form1.vb

Public Class Form1
    Private Sub UserControl11_ShapeMouseDown(sender As Object, e As MouseEventArgs) Handles UserControl11.ShapeMouseDown
        MsgBox("Shape Mouse Down Event")
    End Sub
End Class

3. UserControl1.Designer.vb

<Global.Microsoft.VisualBasic.CompilerServices.DesignerGenerated()> _
Partial Class UserControl1
    Inherits System.Windows.Forms.UserControl

    'UserControl overrides dispose to clean up the component list.
    <System.Diagnostics.DebuggerNonUserCode()> _
    Protected Overrides Sub Dispose(ByVal disposing As Boolean)
        Try
            If disposing AndAlso components IsNot Nothing Then
                components.Dispose()
            End If
        Finally
            MyBase.Dispose(disposing)
        End Try
    End Sub

    'Required by the Windows Form Designer
    Private components As System.ComponentModel.IContainer

    'NOTE: The following procedure is required by the Windows Form Designer
    'It can be modified using the Windows Form Designer.  
    'Do not modify it using the code editor.
    <System.Diagnostics.DebuggerStepThrough()> _
    Private Sub InitializeComponent()
        PictureBox1 = New PictureBox()
        CType(PictureBox1, ComponentModel.ISupportInitialize).BeginInit()
        SuspendLayout()
        ' 
        ' PictureBox1
        ' 
        PictureBox1.BackColor = Color.Red
        PictureBox1.Location = New Point(205, 104)
        PictureBox1.Name = "PictureBox1"
        PictureBox1.Size = New Size(246, 179)
        PictureBox1.TabIndex = 0
        PictureBox1.TabStop = False
        ' 
        ' UserControl1
        ' 
        AutoScaleDimensions = New SizeF(10F, 25F)
        AutoScaleMode = AutoScaleMode.Font
        Controls.Add(PictureBox1)
        Name = "UserControl1"
        Size = New Size(684, 432)
        CType(PictureBox1, ComponentModel.ISupportInitialize).EndInit()
        ResumeLayout(False)
    End Sub

    Friend WithEvents PictureBox1 As PictureBox
End Class

4. UserControl1.vb

Public Class UserControl1
    Private Sub PictureBox1_MouseDown(sender As Object, e As MouseEventArgs) Handles PictureBox1.MouseDown
        RaiseEvent ShapeMouseDown(sender, e)
    End Sub

    Public Event ShapeMouseDown(sender As Object, e As MouseEventArgs)

End Class

That is all of the code. I have done no formatting and just dumped the code. Create a new project and add a UseerControl1. then copy and paste the code, then run.