Constructors are the New methods in VB.NET, in C# the constructors are methods with the same name as the class.
Overloading is another term used for method in a class that has multiple declarations, thereby supporting various number of parameters. For constructors, this is also common. The constructor for the Font class is overloaded, and one of it's simplest overloads is the following syntax:
Me.Label2.Font = New System.Drawing.Font("Tahoma", 10.0!)
The best way for you to remember or find out how it's used, is to use the designer and change the font on some control, then look at the designer generated code and see how the designer does it. In my opinion, the designer is the most underrated "tool" of learning how to code in .NET. I personally use it every time I'm not exactly sure of the syntax for some of the designer settings for controls.
Hope this helps,