I have downloaded Mono for Windows from This page. And installed it. Since I am very new to this program I even couldn't find how to launch it. All I can see in the start menu are those in the picture. So how can I launch this Mono software?
Mono is a cross-platform implementation of .NET (which you definitely don't need if you are targeting windows)
MonoDevelop is an IDE (integrated development environment) that builds Mono/.NET applications.
You only installed Mono (the framework) and you don't "run" a framework. To get the IDE, go to MonoDevlop. Also, since you are on Windows, I would recommend using Visual Studio (Microsoft's .NET IDE) instead. The express editions are free, and all editions will compile to something Mono would run (you should probably target .NET 4 just to be safe). Many (including myself) consider it to be a far superior product.