How can we create a file programmatically?

It depends on what type of file you need to create.
The following creates a text file, which is about as basic as you can get:

List<string> lines = new List<string>();
lines.Add("Hello");
lines.Add("A line of text");
lines.Add("More text");
lines.Add("Yet more text");
lines.Add("Last line");
File.WriteAllLines(@"F:\Temp\textfile.txt", lines.ToArray());