Hi get2afzal, welcome here!
An application is anything that lets a "microprocessor" and other hardware, do things.
This might be a traffic light control system, a game on a console etc.
Because such microprocessor systems only understand the meaning of 0 and 1 (on and off) it is hard for us humans to understand things happening, when you see millions of those zeros and ones. So we invented computer languages (you see a lot of them here on Daniweb)
You posted your mail on the C# forum, have you any interest in the language called C#?