There are some open source crawler with c# in net, for example:
A Simple Crawler Using C# Sockets[
^]
https://abot.codeplex.com/[
^]
https://code.google.com/p/abot/[
^]
but, if you want to learn and coding for its, you should do:
1- study about web request and response
2- get html source for first url
3- search in html and find tags with links, for example a with href
4- parse them and select and save in DB
finally i suggest to study sample code after coding.