The GO statements are for SQL Server, if you want to run the script from C# you will have to remove these statements and probably split the SQL commands in chunks that can be executed.
A method that is often suggested is using SMO:
execute-a-large-sql-script-with-go-commands[
^]
But personally I'm not a big fan of SMO (and SQL Server btw) as SMO tends to change between releases, so I can not recommend this.