I want to make an Windows application using C#.NET in which I capture video from an attached webcam and store it into any location.
Can anybody give me pointers on how to get started/accomplish this?
If your using Winforms, then you need to use a component of DirectX called DirectShow to do this. You can see an example and download source code from this link.
If you are using WPF, you can see how this is done from this link.
If you need a library that will work with both WPF and Winforms, try this link