A step into Visual C#

Microsoft Visual C# is Microsoft's implementation of the C# specification, included in the Microsoft Visual Studio suite of products. It is based on the ECMA/ISO specification of the C# language, which Microsoft also created. While multiple implementations of the specification exist, Visual C# is by far the one most commonly used.^{[citation needed]} In most contexts, an unqualified reference to "C#" is taken to mean "Visual C#."^{[citation needed]}
The term Visual denotes a brand-name relationship with other Microsoft programming languages such as Visual Basic, Visual FoxPro, Visual J# and Visual C++. All of these products are packaged with a graphical IDE and support rapid application development of Windows-based applications.
Visual C# is currently used in development of Windows and Xbox Live games via Microsoft XNA, which allows game developers to create and share their games with other gamers. Visual C# is also heavily used by ASP.NET web sites and standalone applications based on the .NET Framework.

So if you want to learn Visual C#, you definitely need the Microsoft Visual Studio installed. I recommend you to install Microsoft Visual Studio 2010 Express Edition. Try to install the all in one .ISO package which includes the Visual Web Developer 2010. If you face difficulty in installation process, please search the internet. There are thousands of articles and videos on "How to install Visual Studio 2010 Express Edition".