For sending SMS/MMS,
You need a modem connected to PC.
You can do this using AT commnads because modems understand AT commands only.
First of all u need to learn basic and some advance (SMS related) AT commands. Follow the link given below:
Introduction to AT commands[
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I would suggest you to read the whole guide given on this link. It's not very big and won't take much time.
After this is done,
The next STEP is to use programming language to write code to interact with modem using AT commands. The link given will guide you about the different methods used.
There are libraries which you can use to write code easily, but you can write your own code as well which will be little more difficult.
There are few projects on CodePreoject as well on how to do this.
If you don't want to use libraries, refer the article on codeproject:
Send/Read SMS using C# and AT commands[
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This is one of the best article for Sending/Receiving SMS on CodeProejct
Hope it helps..
Cheers!!!
Ankur