The actual "breaking the string up" bit is simple: String.Split will do that.
The complexity is adding a numbered prefix to each line, and outputting them without a loop - which is not really possible, because even Linq methods (which could do it quite handily) contain a loop - it's just a hidden one.
But, this would have worked:
string s = "Welcome to our company, This company is the MNC company , We have many branches all over world.";
string[] lines = s.Split(',');
string result = string.Join("\n\n", lines.Select((l, index) => string.Format("{0}) {1}", index + 1, l.Trim())));
Console.WriteLine(result);