If you are new to C# then I will suggest you to start with console application.
Make some small programs from basic topics like Class,Methods,Properties,delegates,events.
You can strat from here
http://msdn.microsoft.com/en-us/library/aa288436(v=vs.71).aspx[
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and then Work on window application.
If you have clear concept then you can work with window application easily.(and with Visual Studio,Absolutly)