Take input of delimited file of integers and output result
This is a good start. You created two functions to separate parts of the logic but there is more that can be refactored. The HalloNumbers sub is too big and does too much. Let's try to improve.

First the path shouldn't be hardcoded inside it so we pass it as parameter:

Sub Main()
    HelloNumbers("c:\temp\test.txt")
End Sub


Now we take parts of the big HalloNumbers and move them into fuctions that do only one thing - we always strive for this because it's easier to maintain when you only have to care about one thing at a time (see SRP).

Private Sub HelloNumbers(ByVal inputFile As String)
    Dim numbers As Integer() = ReadNumbers(inputFile)
    Dim multipliedNumbers = numbers.Select(Function(number) MultiplyEvenNumbers(number))
    PrintNumbers(multipliedNumbers)
End Sub


So we can extract the following functions:

We need to read the numbers. They are in a file. So let's require a path and after reading them we convert each number-string into an Integer with linq:

Private Function ReadNumbers(ByVal inputFile As String) As IEnumerable(Of Integer)
    ReadNumbers = Split(File.ReadAllText(inputFile)).Select(Function(s, i) CInt(s))
End Function


Then we need to multiply them. This one was already there so we leave it as is.

Private Function MultiplyEvenNumbers(ByVal inputNumber As Integer) As Integer
    If inputNumber Mod 2 = 0 Then inputNumber = inputNumber * 2
    MultiplyEvenNumbers = inputNumber
End Function


Finaly you want to print the results. Let's do it in PrintNumbers. If you decide to write the output to the console you now just have to adjust this small function.

Private Sub PrintNumbers(ByVal numbers As IEnumerable(Of Integer))
    For Each number As Integer In numbers
        If number Mod 2 = 0 Then
            MsgBox(String.Format("{0} was multiplied by two for {1}", number, number / 2))
        Else : MsgBox(String.Format("{0} is original", number))
        End If
    Next
End Sub