It might have been nice if you actually mentioned what language you wanted to do this in. I almost did not notice the C# tag.
Execute an SqlCommand (use ExecuteNonQuery) whose CommandText contains the entirety of the Create Procedure TSQL command:
Create Procedure MyProc
@myfirstParam int = 0,
...
@mylastparam nvarchar(255) = null
As
Begin
....
End