It really helps to know your Gambas version and Linux distribution version.
Do you mean install or use?
To use gb.net: Go into your project then Project, properties, components and click on gb.net. Check this first. If gb.net is not an option in the list then you will have to install it for your Gambas version and distribution.
To install on Gambas 2.8 on Ubuntu 9.04: Go into Synaptic and click on gambas2-gb-net. Then apply.