I'm assuming that you're talking about Windows Forms (or WinForms) application here. How it works in Winforms is, there is an application entry point which has the static Main() method. Then there are Forms (which is the GUI) of typ System.Windows.Forms.Form, which contains the controls. In the Main method, you would do a Form.Show() on the UI which you want to show. Suppose you want to show another form on click of a button on this form, in the button click event, you would do Form.Hide() on the current form and a Form.Show() on the new form.
Of course there are better ways of doing this using Model View Controller or Model View Presenter patterns (to name a few), but at a very elementary level, this is how it work.
What Development Environment are you using for this?
Hope it helped.