how to run a winform from console application?

The easiest option is to start a windows forms project, then change the output-type to Console Application. Alternatively, just add a reference to System.Windows.Forms.dll, and start coding:

using System.Windows.Forms;

[STAThread]
static void Main() {
    Application.EnableVisualStyles();
    Application.Run(new Form()); // or whatever
}

The important bit is the [STAThread] on your Main() method, required for full COM support.

Here is the best method that I've found: First, set your projects output type to "Windows Application", then P/Invoke AllocConsole to create a console window.

internal static class NativeMethods
{
    [DllImport("kernel32.dll")]
    internal static extern Boolean AllocConsole();
}

static class Program
{

    static void Main(string[] args) {
        if (args.Length == 0) {
            // run as windows app
            Application.EnableVisualStyles();
            Application.Run(new Form1()); 
        } else {
            // run as console app
            NativeMethods.AllocConsole();
            Console.WriteLine("Hello World");
            Console.ReadLine();
        }
    }

}

You can create a winform project in VS2005/ VS2008 and then change its properties to be a command line application. It can then be started from the command line, but will still open a winform.

All the above answers are great help, but I thought to add some more tips for the absolute beginner.

So, you want to do something with Windows Forms, in a Console Application:

Add a reference to System.Windows.Forms.dll in your Console application project in Solution Explorer. (Right Click on Solution-name->add->Reference...)

Specify the name space in code: using System.Windows.Forms;

Declare the needed properties in your class for the controls you wish to add to the form.

e.g. int Left { get; set; } // need to specify the LEFT position of the button on the Form

And then add the following code snippet in Main():

static void Main(string[] args)
{
Application.EnableVisualStyles();
        Form frm = new Form();  // create aForm object

        Button btn = new Button()
        {
            Left = 120,
            Width = 130,
            Height = 30,
            Top = 150,
            Text = "Biju Joseph, Redmond, WA"
        };
       //… more code 
       frm.Controls.Add(btn);  // add button to the Form
       //  …. add more code here as needed

       frm.ShowDialog(); // a modal dialog 
}

You should be able to use the Application class in the same way as Winform apps do. Probably the easiest way to start a new project is to do what Marc suggested: create a new Winform project, and then change it in the options to a console application

If you want to escape from Form Freeze and use editing (like text for a button) use this code

Form form = new Form();
Form.Button.Text = "randomText";
System.Windows.Forms.Application.EnableVisualStyles();
System.Windows.Forms.Application.Run(form);