For configuring NSClient, I highly recommend checking out their documentation. Much like with Nagios, there is a lot that can be configured in NSClient, and a lot of it is completely dependent upon what works best for your environment.
https://docs.nsclient.org/tutorial/
I will also put in a shameless plug for our own monitoring agent, the Nagios Cross Platform Agent (NCPA). NSClient has been quit the solid workhorse over the years. But sometimes customers run into issues where we might need to look deeper into the code to see how things are working. NSClient doesn't belong to us, so we can't. But NCPA is our software, so we can dig in further. Also, since it's cross platform, you don't need to worry about mixing and matching agents between your Windows, Linux, AIX, Solaris, etc., boxes. One agent to rule them all.
https://www.nagios.org/ncpa/
Okay, aaaalll of that out of the way. Let's take a look at your setup. First, are you using check_nt or check_nrpe for your service checks? Could you post your nsclient.ini file? And yes, you want to save the .vbs file. Specifically save it to C:\Program Files\NSClient++\scripts\
