The first thing you need to do is get yourself an instance of ApiSession. This is the object you'll provide to all subsequent API calls to tell the eBay system just who you are. The code to do so is very simple:
session = new ApiSession(); session.Developer = "developer_key"; session.Application = "application_key"; session.Certificate = "certificate_key"; session.Token = new ApiToken(); session.Token.Token = "token_value"; session.Url = "https://api.sandbox.ebay.com/ws/api.dll";
Of course, you'll need to provide your own keys and tokens, and you would want those to be stored in a protected source outside of the code itself so that it can be changed without recompiling. As those values indicate who's running the application, keep them somewhat protected to ensure that someone else doesn't earn you a hefty usage bill. The session URL will change when your application leaves the sandbox, so that too should be stored externally.
Once you have the session, you can go about retrieving user information, browsing items, posting items, leaving user feedback, and just about everything else that you can do via the eBay web page. We don't have space to cover all that, but we'll look at both inserting items and querying for them.