To echo Rachel's post, all you have to do is instantiate new
Windows.Forms.Control objects (such as Label, ComboBox, TextBox, etc)
and then add them to the controls on your form. Similarly, you can
remove controls from a form by calling the Remove method on your form's
Controls property.
The easiest way to get a quick lesson on how to add new controls
programmatically is to create a new form using Visual Studio, place
controls on it, and then go and look in your source code in the section
marked "Windows Forms Designer generated code". Remember that the
Designer does not perform any hidden magic: it just generates code to
create what you created visually, so you can do the same things it does
in your code with the same effect.