How Do I Send A Message In C# Windows Application?

It is not really clear what you want.
Even if English is not your first language, try to write understandable text.

You can launch a thread in your application that polls Sql Server for change every so often. If that thread detects change then it can signal to the application. Your "message" queue could just be records in a table called Messages.

What do you mean? Your application can write a message to the queue by using a Sql insert statement. Your Queue listener is a C# thread that uses a Sql select statement to check for messages. It checks then sleeps, checks then sleeps. If it checks and finds a message, then that thread calls whatever function you have associated with a particular message. I'm sorry I couldn't write that code for you without getting paid. That's a good half hour's work and would deprive you of the learning you need.