how to create an windows App without using any database to store data

Convert your data(class,struct..etc) into byte[],then write the byte[] into a file.
Imaging,you have a class like this:

class Customer
{
    public string FirstName { get; set; }
    public string LastName { get; set; }
}

And this is your "data":

List<Customer> customerList = new List<Customer>();
customerList.Add(new Customer
{
    FirstName = "Clark ",
    LastName = "Kent"
});

Now,let's convert your data into byte[] and write the byte[] into a file.
You need a function to do this for you:

void write(object obj, string path)
{
    FileStream fs = new FileStream(path, FileMode.OpenOrCreate, FileAccess.Write, FileShare.None);

    using (GZipStream zipStream = new GZipStream(fs, CompressionMode.Compress))
    {
        fs.SetLength(0);
        MemoryStream ms = new MemoryStream();
        BinaryFormatter bf = new BinaryFormatter();

        bf.Serialize(ms, obj);
        byte[] bytes = ms.ToArray();

        zipStream.Write(bytes, 0, bytes.Length);
    }
}

Call it like this:

write(customerList, path);

You know what is the "path" here.
This is the way of using your data in your file,just call the "read" function:

List<Customer> customerList = read(path);

The "read" function just like this:

List<Customer> read(string path)
{
    using (FileStream fs = new FileStream(path, FileMode.Open, FileAccess.Read, FileShare.Read))
    {
        GZipStream zipStream = new GZipStream(fs, CompressionMode.Decompress, true);
        BinaryFormatter bf = new BinaryFormatter();
        return bf.Deserialize(zipStream) as List<Customer>;
    }
}