You are simply missing the Execution method. It depends on what kind of result you want. If you only want the first result from the query (first row and first column) then use sqlcmd.ExecuteScalar().
If you want all the results you'll have to load that into a MySqlDataReader using the method sqlcmd.ExecuteReader()
Using ExecuteReader() :
Dim connect As New MySqlConnection("server=localhost; user id=root; password= ; database=ticketing_system;")
connect.Open()
Dim sqladapter As New MySqlDataAdapter
Dim sqlcmd As New MySqlCommand
Dim dr As MySqlDataReader
Dim dt As New DataTable
sqlcmd = New MySqlCommand("SELECT * complaint WHERE tran_no='" & lbltranno.Text & "'")
dr = sqlcmd.ExecuteReader()
dt.Load(dr)
'Useable datatable in dt variable...
connect.Close()
Using ExecuteScalar() :
Dim connect As New MySqlConnection("server=localhost; user id=root; password= ; database=ticketing_system;")
connect.Open()
Dim sqladapter As New MySqlDataAdapter
Dim sqlcmd As New MySqlCommand
Dim dr As String
Dim dt As New DataTable
sqlcmd = New MySqlCommand("SELECT [COLUMN NAME] complaint WHERE tran_no='" & lbltranno.Text & "'")
dr = sqlcmd.ExecuteScalar()
'dr now contains the value of [COLUMN NAME] for the first returned row.
connect.Close()