As bjynito said, you want to look at the SDK, espescially helpful when starting out will be the Programming Reference
Here is a sample of creating a contact from a page in the programming ref.
// Set up the CRM Service.
CrmAuthenticationToken token = new CrmAuthenticationToken();
// You can use enums.cs from the SDK\Helpers folder to get the enumeration for Active Directory authentication.
token.AuthenticationType = 0;
token.OrganizationName = "AdventureWorksCycle";
CrmService service = new CrmService();
service.Url = "http://<servername>:<port>/mscrmservices/2007/crmservice.asmx";
service.CrmAuthenticationTokenValue = token;
service.Credentials = System.Net.CredentialCache.DefaultCredentials;
// Create the contact object.
contact contact = new contact();
// Create the properties for the contact object.
contact.firstname = "Jesper";
contact.lastname = "Aaberg";
contact.address1_line1 = "23 Market St.";
contact.address1_city = "Sammamish";
contact.address1_stateorprovince = "MT";
contact.address1_postalcode = "99999";
contact.donotbulkemail = new CrmBoolean();
contact.donotbulkemail.Value = true;
// Create the contact in Microsoft Dynamics CRM.
Guid contactGuid = service.Create(contact);