You can not OPEN a window form from asp.net application, but yes you can execute an windows application.
using System.Diagnostics;
Process.Start("example.exe");
this code will execute on server and it iff expect that the exe is at server and will run on server only.
If you wish to execute some code on clients machine in that case you can use ActiveX Objects in Javascript.
function runWinZip() {
var shell = new ActiveXObject("WScript.shell");
shell.run("winzip.exe");
}
<input type="button" name="button1" value="Run Winzip" onClick="runWinZip()" />
Make sure your path of exe is correct every where.