For learning Winform application you can check following book. I found they are good.
Q: “Whether i start using entity framework or linq or just continue using store procedure..”
>> linq is required for querying on object, dataset, entity and so on…. So everywhere you need linq.
So first learn linq > EF.
If you want to make your application persistent independent then ORM and Linq are necessary. Store procedure increase database dependencies.
>>For best architecture you have to learn from software/application architectural books like Applying Domain-Driven Design and Patterns_ With Examples in C# and.NET, Microsoft dotNET - Architecting Applications for the Enterprise, Patterns of Enterprise Application Architecture etc