By empty, I assume you are refering to a VB5/6 Variant type, which could "hold" an array. If an array (or anything else) was not assigned to a Variant, one could use the IsEmpty() function on the Variant, to see if it refered to an array. Arrays themselves cannot be checked for emptiness, since if they exist, they never are.
VB.Net does still provide the Object type, which is an enhanced version of the VB5/6 Object type. They completely replace the Variant type, and can be checked as before by seeing if they refer to Nothing (null pointer in C/C++ terms):
Dim oVar As Object
' do stuff with object,
' such as Set oVar = MyArray
If oVar Is Nothing Then '...
FWIW, it's probably best that the concept of being "empty" has been dropped, since it is misleading and not used by most other languages anyway. As it is, the keyword "Nothing" in VB becomes the keyword null/NULL in most other popular languages.
Cheers