I am new to this environment.
I want to know how can I start developing an application which run on GPU.
What are the steps to do this? Like what is .cu file, .ptx file. How we create these files and do we need to always create these files.
I want to develop my application in C#.NET.
Please help me to start programming with CUDA.
Pick the Getting Started Guide for your platform and read the Programming Guide, which is the canonical reference for programming CUDA. That is all you need, although there is a wealth of other information available following the link above.