I have a simple WPF single window application contains Textboxes and Buttons. And I also use NotifyIcon and DateTimePicker of Windows Forms in WPF window. How can I effectively dispose all the controls?
Hardly anything in WPF has a Dispose method. The vast majority of classes encapsulate purely managed information. You can attach an object into the tree (e.g. via a Children.Add method) and you can remove it again - that's how the state management works. It exactly doesn't fit into the IDisposable pattern, because once you've removed a control you can add it again, whereas Dispose means forever (although you could use Dispose to manage it in addition to Add/Remove methods).
A discussion about it on the Microsoft forums.
There are a few things that ought to be IDisposable but aren't, like DispatcherTimer, and there's nothing to stop you from implementing IDisposable on your own classes. It's up to you when to call Dispose; basically when you know you aren't going to be using the object any more.
For a Window you just call Close to close it, and WPF takes care of everything else.