Please see my comment to the question.
If you don't know what to use for a Windows application, I would certainly recommend WPF. Please see my past answers:
Connect different controls[
^],
Vector graphics software like CorelDraw or Inkscape in C# or VB.NET[
^].
Of course, this is possible with any other UI library for .NET, but you did not express any preferences or requirements in your questions. WPF is designed with diagramming in mind, and many other things.
—SA