Can't use System.Windows.Forms
A console application does not automatically add a reference to System.Windows.Forms.dll.
Right-click your project in Solution Explorer and select Add reference... and then find System.Windows.Forms and add it.
You have to add the reference of the namespace : System.Windows.Forms to your project, because for some reason it is not already added, so you can add New Reference from Visual Studio menu.
Right click on "Reference" ▶ "Add New Reference" ▶ "System.Windows.Forms"
Adding System.Windows.Forms reference requires .NET Framework project type:
I was using .NET Core project type. This project type doesn't allow us to add assemblies into its project references. I had to move to .NET Framework project type before adding System.Windows.Forms
assembly to my references as described in Kendall Frey answer.
Note: There is reference System_Windows_Forms
available under COM tab (for both .NET Core and .NET Framework). It is not the right one. It has to be System.Windows.Forms
under Assemblies tab.