First you need to obtain a computer, screen and keyboard. I'll make the assumption that you have those given that you posted a message on this forum. Then you need to install Windows, then .NET. You could use notepad as your text editor, then you'd need to learn the command line syntax of the csc.exe compiler so as to know how to compiled your code files into the proper application assembly type. Then of course you would actually need to create some CS files, learn to program and write some code in aforementioned files to make your application. Following that by the actual compilation of said code which would result in the generation of an executable assembly should yield you a windows application.
Or you could install Visual Studio and use the built in project type found under File -> New -> Project -> Windows -> C# Windows Application (or something like that, I don't have enough time to look after writing my previous, sarcastic answer). That might work too.
-Peter
compiledthoughts.com
New desktop creation in C#
