The Shape object in PowerPoint does not allow you to interact with its events as you normally would with other objects in VBA code. The only two 'events' that are exposed are not actually VBA events. They are a special class called Actions, and they are 'ppMouseOver' and 'ppMouseClick'. If you know all the information about your shapes and their corresponding information beforehand, you could write some code to do what you want, but it would all be hard-coded, which is probably not what you want.
You could run a routine something like this when the presentation starts:
Sub SetActionsRoutine()
Shape1.ActionSettings(ppMouseOver).Action = ppActionRunMacro
Shape1.ActionSettings(ppMouseOver).Run = "showInformation1"
Shape2.ActionSettings(ppMouseOver).Action = ppActionRunMacro
Shape2.ActionSettings(ppMouseOver).Run = "showInformation2"
...
...
End Sub
And then whenever you did a MouseOver of those shapes, one of the following routines would run.
Sub showInformation1()
myTextBox.Text = Shape1.AlternativeText
End Sub
Sub showInformation2()
myTextBox.Text = Shape2.AlternativeText
End Sub
This is very limited and requires that you write a subroutine for every shape on your slide. Probably not the approach you want, but again, with PowerPoint, your options are very limited.