Finalmente lo conseguí. Les dejo el codigo lo mas sencillo que he podido
un saludo!
Código:
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
Dim tabs As Integer = 10
Dim i As Integer
Dim myTabControl As New TabControl
With myTabControl
.Width = 300
.Height = 200
.Name = "mi Tab Control"
End With
Me.Controls.Add(myTabControl)
For i = 0 To tabs - 1
Dim myTabPages As New TabPage
With myTabPages
.Name = i.ToString
.Text = i.ToString
End With
myTabControl.Controls.Add(myTabPages)
Dim myDataGrid As New DataGridView
With myDataGrid
.Name = i.ToString
.Width = 200
.Height = 100
End With
myTabPages.Controls.Add(myDataGrid)
Next i
End Sub