1) Is it possible to use Burrow with winforms application or WPF application?
2) Are there any samples how to configure Burrow with winforms app.
Even if it is possible - you should not. Burrow uses HttpModule to configure ISession, ISessionFactory lifetime.
You won't get anything usefull from burrow except implementation of DAO objects and some base classes for entities. I think you better move the source code of required parts in your application and use them.