How do I build a VB6 Console App

Yes. It's also possible to create totally headless applications (which I've done a few times in the past). This link gives an example with a code snippet.

You can use Karl E. Peterson's code at http://vb.mvps.org/samples/Console/ to create a very full-featured console application.

Simpler ones can be made by relinking the compiled VB6 EXE for the console subsystem. Karl goes into this at that same Web page. Scroll down for LinkConsole.vbs there.