That kind of conversions are usually made between image formats or video formats, seldom from images to video. There are plenty of free conversion applications and you'll find them with a little googling.
If you find an application that converts a bunch of images to some video file, check if it supports commandline or batch conversion. Then you could call that converter from your C# application. That's the easiest way.
First googling and two pretty good results. Both are jpeg to avi converters: PhotoLapse, freeware for Windows JPEG to MJPEG-AVI converter, open source, hasn't been developed for a few years, source code available (C-code for unix I guess), could be possibly ported to C#.