So, let's draw a cube using our new 3D knowledge. First, we change the number of vertices to 36 since we must use a TriangleList to make a cube. 
            VertexCount = 36
            VxB = New VertexBuffer(GetType(CustomVertex.PositionColored), VertexCount, D9, Usage.WriteOnly, CustomVertex.PositionColored.Format, Pool.Managed)
            'That is a LOT of non-trivial parameters.
Getting the vertices of the cube to go in the right order are tricky: 
    Private Sub SetVertexBufferData(ByRef vs As CustomVertex.PositionColored(), ByVal vxbf As VertexBuffer, ByVal D9 As Device)

        'After that workout, we now have to actually set the vertices.
        'We do this by locking the surface out of D9 while we "operate" on it.
        Dim A As Array = vxbf.Lock(0, LockFlags.None)
        'It returns a vanilla array...
        vs = DirectCast(A, CustomVertex.PositionColored())
        'So we have to convert it to an array of TransformedColored vertices.

        'Remember: TransformColored vertices come with X, Y, Z, and Regularly Holding Wone, along with color.
        'PositionColored has no RHW: only X, Y, Z (position) and Color.
        'z = 0, 0,0,0
        vs(0) = New CustomVertex.PositionColored(0.0F, 0.0F, 0.0F, &H505050)
        vs(1) = New CustomVertex.PositionColored(2.0F, 0.0F, 0.0F, &HF05050)
        vs(2) = New CustomVertex.PositionColored(0.0F, 2.0F, 0.0F, &H50F050)
        'z = 0, 2,2,0
        vs(3) = New CustomVertex.PositionColored(2.0F, 2.0F, 0.0F, &H5050F0)
        vs(4) = New CustomVertex.PositionColored(0.0F, 2.0F, 0.0F, &H50F050)
        vs(5) = New CustomVertex.PositionColored(2.0F, 0.0F, 0.0F, &HF05050)
        'x = 0, 0,0,0
        vs(6) = New CustomVertex.PositionColored(0.0F, 0.0F, 0.0F, &H505050)
        vs(7) = New CustomVertex.PositionColored(0.0F, 2.0F, 0.0F, &H50F050)  '*
        vs(8) = New CustomVertex.PositionColored(0.0F, 0.0F, 2.0F, &H5050F0)  '*
        'x = 0, 0,2,2
        vs(9) = New CustomVertex.PositionColored(0.0F, 2.0F, 2.0F, &HF05050)
        vs(10) = New CustomVertex.PositionColored(0.0F, 0.0F, 2.0F, &H5050F0)
        vs(11) = New CustomVertex.PositionColored(0.0F, 2.0F, 0.0F, &H50F050)
        'y = 0, 0,0,0
        vs(12) = New CustomVertex.PositionColored(0.0F, 0.0F, 0.0F, &H505050)
        vs(13) = New CustomVertex.PositionColored(0.0F, 0.0F, 2.0F, &H5050F0)
        vs(14) = New CustomVertex.PositionColored(2.0F, 0.0F, 0.0F, &HF05050)
        'y = 0, 2,0,2
        vs(15) = New CustomVertex.PositionColored(2.0F, 0.0F, 2.0F, &H50F050)
        vs(16) = New CustomVertex.PositionColored(2.0F, 0.0F, 0.0F, &HF05050)
        vs(17) = New CustomVertex.PositionColored(0.0F, 0.0F, 2.0F, &H5050F0)
        'z = 2, 0,0,2
        vs(18) = New CustomVertex.PositionColored(0.0F, 0.0F, 2.0F, &H5050F0)
        vs(19) = New CustomVertex.PositionColored(0.0F, 2.0F, 2.0F, &HF05050)
        vs(20) = New CustomVertex.PositionColored(2.0F, 0.0F, 2.0F, &H50F050)
        'z = 2, 2,2,2
        vs(21) = New CustomVertex.PositionColored(2.0F, 2.0F, 2.0F, &H505050)
        vs(22) = New CustomVertex.PositionColored(2.0F, 0.0F, 2.0F, &H50F050)
        vs(23) = New CustomVertex.PositionColored(0.0F, 2.0F, 2.0F, &HF05050)
        'y = 2, 0,2,0
        vs(24) = New CustomVertex.PositionColored(0.0F, 2.0F, 0.0F, &H50F050)
        vs(25) = New CustomVertex.PositionColored(2.0F, 2.0F, 0.0F, &H5050F0)
        vs(26) = New CustomVertex.PositionColored(0.0F, 2.0F, 2.0F, &HF05050)
        'y = 2, 2,2,2
        vs(27) = New CustomVertex.PositionColored(2.0F, 2.0F, 2.0F, &H505050)
        vs(28) = New CustomVertex.PositionColored(0.0F, 2.0F, 2.0F, &HF05050)
        vs(29) = New CustomVertex.PositionColored(2.0F, 2.0F, 0.0F, &H5050F0)
        'x = 2, 2,0,0
        vs(30) = New CustomVertex.PositionColored(2.0F, 0.0F, 0.0F, &HF05050)
        vs(31) = New CustomVertex.PositionColored(2.0F, 0.0F, 2.0F, &H50F050)
        vs(32) = New CustomVertex.PositionColored(2.0F, 2.0F, 0.0F, &H5050F0)
        'x = 2, 2,2,2
        vs(33) = New CustomVertex.PositionColored(2.0F, 2.0F, 2.0F, &H505050)
        vs(34) = New CustomVertex.PositionColored(2.0F, 2.0F, 0.0F, &H5050F0)
        vs(35) = New CustomVertex.PositionColored(2.0F, 0.0F, 2.0F, &H50F050)

        'It's important to unlock the vertex buffer, so that D9 can see what we put in there.
        vxbf.Unlock()

    End Sub
But, proper setup allows you cull the invisible sides: 
            D9.RenderState.CullMode = Cull.CounterClockwise
            D9.RenderState.Lighting = False
And we also need to be looking at the cube. 
            Camera = New Vector3(3.0F, 3.0F, 3.0F)
            FocusPt = New Vector3(1.0F, 1.0F, 1.0F)
            CamNormal = New Vector3(0.0F, 0.0F, 1.0F)
Don't forget that we're using a TriangleList: 
        Dim PrT As PrimitiveType = PrimitiveType.TriangleList
Now, we'll add the capabilities to move around in space - here's something I threw together - it's challenging to navigate. 
        If e.KeyCode = Keys.Escape Then
            Running = False
            'End the game loop when Escape is pressed.
        ElseIf e.KeyCode = Keys.Pause Then
            Paused = Not Paused
        End If

        If Not Paused Then
            Select Case e.KeyCode
                Case Keys.NumPad2
                    Camera.Y -= 1
                Case Keys.NumPad4
                    Camera.X -= 1
                Case Keys.NumPad6
                    Camera.X += 1
                Case Keys.NumPad8
                    Camera.Y += 1
                Case Keys.Divide
                    Camera.Z += 1
                Case Keys.NumPad5
                    Camera.Z -= 1
            End Select
        End If
This will allow you to explore the cube's full 3D nature.
.vb file