Want to use US map in Desktop application without internet connection.

The only way is to gather that information beforehand and store it. I'd start now... lol. If you want your app to look nice and act as you would expect, this is going to take a lot of work. You can use Expression Blend to create custom controls to match the shape of each state (or close enough) and have the control fetch the relevant information from a database or in-memory cache on hover, and display it in a tooltip. Or you can create a nice form to display - whatever you want.