First, and foremost, you need the .NET Framework installed. Then you need a reference to the System.dll (automatically included in ASP.NET applications). Then you need to use the System.Net.Mail namespace to create and send email messages.
Once you have programmatically set up your application, you will need a relay server to send email through. A relay server is a mail server, or a SMTP server/service, that can handle sending email. System.Net.Mail simply sends the mail to a relay server, and the relay server is responsible for delivering it to the final destination.