desktop application in c#.net

I have an advice alternative to good Answers by Manas and Sandeep:

As a start of your desktop UI development totally skip System.Windows.Forms and go straight to WPF. As to developing of the help system, this interesting work give you a good idea: Easy help with WPF[^].

Look, most people develop using Forms and ask many questions that I answer, especially on rendering, graphical objects, adding features to controls. With WPF, many of those problems do not exist. Many say, it's too difficult. It depends what you call difficult. I had some young developers in our team who has no idea how to work with Forms; they started from WPF and already made way more of a progress compared to most CodeProject Questions-and-Answer Inquirers…

—SA

You already have dozens of them installed on your machine. In fact for a start, you dont need to look beyond Visual Studio and Microsoft Office. They are one of the best desktop application examples :)