Answer 1

It can't compile and execute your program because the compiler needs a Main method. No choice!
That's true for many other languages, like in c++ with int main() {}

Answer 2

In addition to Theophile, you need a Main method to give the application an entry point.

How did you start in Visual Studio ?
You need to create a c# project, you cannot start by using a single class.

Try the code you have writen in the sololearn playground.

Do you want to use winforms or wpf.