What is the difference between code behind and a script block that have the runat="server property

What do you mean by "code behind" ?

I mean the filename.aspx.vb file where you can edit the controllers properties and catch their events.

for example each .aspx.vb file have a sub called :

Private Sub Page_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

but you can also write it inside the aspx file:

<script runat="server">
Sub Page_Load (sender As Object, e As EventArgs)

Is there a difference between those tow options ?

There is no performance impact - only a scaleability/reuseability issue when you code within the aspx file rather than creating separate vb.net or c# files.