Best thing to do: Get Visual Studio. If you want a free version (which should be adequate for this case), try Visual C# Express or Visual VB.NET Express, as appropriate, from http://msdn.microsoft.com/express
Then spend a few days getting familiar with how the windows form controls work compared to the web controls.
When you are ready, build up your windows form using the handy Visual Studio drag and drop tools.
Then if you have any classes in the ASP.NET code, try copy/pasting them to your new Windows Form project. If those classes involve and form interaction they will need changes, of course, but hopefully not too huge changes (depends on how tied in with the ASP.NET interface they are).
This will *NOT* be a "cookie cutter" conversion project. YOu will need to really understand fairly well what the ASP.NET code was doing so that you can modify and/or integrate it with the new Windows Forms code.