Hi ,
Look at this code : msg=msgbox(" Do You Want to Exit ?" , vbQuestion + vbYesNo , " Exit")
Can we replace the " question icon" whit our icon's?
OR
Can we change the caption button to our text (in above code , change "Yes " or "No") , without create another forms ?

No, The Message box formatting is static. You can't use other icons or button captions. If you want that level of customization create your own form and open as a popup.

If you do that you need to modify the code to return the value selected on the form.