There are many ways
here is one possible way:-
You can install one relay to one of OUTPUT#1 to OUTPUT#20 in ports and pins.
Then write a custom M### code to turn on the relay and another to turn off the relay
( using a free macro name from  M791 - M798)

say it is M797 turns on relay
and M798 turns off relay

Then,
you can add M998
before you end your program with M30

and add M997 when you start the program.

Thanks to everyone. This site is pretty awesome. Trying to work on this and design a Vision Camera system at the same time and its a little confusing when you can not dedicate all of your time. Actually, this is a lot more interesting and fun.
All of the info has been very helpful.  not very up on VB and doing custom macro programs.  is there any reading material or some type of Macro for dummy book related to Gcode type programming?   Thanks
Would it be too much to ask if you wrote an example of the above macro? Not asking to actually do it for me, but a sample similar would be very helpful. Sample programs, schematics etc. like what is on here and a couple of other great Forums I use such as Plc.net and Mr.Plc are worth a lot more and very helpful.

code to turn a Output ON

Sub Main()
 ActivateSignal(Output1)
End Sub

code to turn a Output OFF

Sub Main()
 DeactivateSignal(Output1)
End Sub

feel free to read any manual