how to add holiday in windows from application in c#

try this one

monthCalendar1.BoldedDates = new DateTime[]
{
        DateTime.Today.AddDays(1),
        DateTime.Today.AddDays(2),
        DateTime.Today.AddDays(4)
};

or also you can

DateTime[] dateTimes = new DateTime[]
{
        new DateTime(2014, 07, 12),
        new DateTime(2014, 07, 11),
};
monthCalendar1.BoldedDates = dateTimes;

You can retrieve your holiday list from database or XML File.

Thanks