You need to either declare a delegate type or use System.Action, and then use an instance of that delegate type:
Class [MyClass]
Private Delegate Sub myDelegate()
Private myDelegateInstance As myDelegate
'or you could just leave out 'myDelegate' and use 'System.Action'
Sub New(ByVal MethodEnabled As Integer)
If MethodEnabled = 0 Then
myDelegateInstance = AddressOf Sub0
Else
myDelegateInstance = AddressOf Sub1
End If
End Sub
Sub MyMethod()
myDelegateInstance()
End Sub
Sub Sub0()
'some code here
End Sub
Sub Sub1()
'some code here
End Sub
End Class