You can't use a console app - they are text based, and drawing lines means putting stars in the right place - tedious and rarely effective (google for "ASCII Art" and you'll find some exceptions).
So Winforms, WPF, or XNA.
The simplest is Winforms:
Add a panel to a form, and handle it's Paint Event.
In the handler, add the following:
Graphics g = e.Graphics;
You can then use the graphics context to draw directly on the panel surface:
Point p1 = new Point(10, 10);
Point p2 = new Point(100, 200);
g.DrawLine(Pens.Red, p1, p2);
g.DrawEllipse(Pens.Green, new Rectangle(p1, new Size(75, 75)));
Will draw a Red line, and a Green circle.
Drawing 3D objects is generally a lot more work, and I would suggest that you get a good grounding in 2D first, before you think of moving to 3D.