[c#] How to build splash screen in windows forms application?

First you should create a form with or without Border (border-less is preferred for these things)

public class SplashForm : Form
{
    Form _Parent;
    BackgroundWorker worker;
    public SplashForm(Form parent)
    {
         InitializeComponent();
         BackgroundWorker worker = new BackgroundWorker();
         this.worker.DoWork += new System.ComponentModel.DoWorkEventHandler(this.worker _DoWork);
         backgroundWorker1.RunWorkerAsync();
         _Parent = parent;
    }
    private void worker _DoWork(object sender, DoWorkEventArgs e)
    {
         Thread.sleep(500);
         this.hide();
         _Parent.show();
    }     
}

At Main you should use that

   static class Program
        {
            [STAThread]
            static void Main()
            {
                Application.EnableVisualStyles();
                Application.SetCompatibleTextRenderingDefault(false);
                Application.Run(new SplashForm());
            }
        }