Regarding C# :
In order for you to run a C# application from a cmd, following steps are needed :
- Go to 
C:\Windows\Microsoft.NET\Framework\v4.0.30319 location on your File System and copy the path. 
- Now right click 
Computer go to Properties. 
- Under 
System Properties, select Advanced Tab, and click on Environment Variables. 
- On 
Environment Variables under User Variables, select New. 
- For 
Variable Name write CSHARP_HOME or something else, though I am using the same for further needs to explain this out. For Variable Value simply Paste what you copied in Step 1. Click OK. 
- Again perform Step 4, if 
path variable does not exist, else you can simply select path and then click Edit to perform this next thingy (after putting ;(semi-colon) at the end of the Variable Value and write %CSHARP_HOME%\(or use what you used in Step 5) ). This time for Variable Name write path, and for Variable Value use %CSHARP_HOME%\ and click OK. 
- Open 
cmd and type csc and press ENTER, you might be able to see something like this as an output

 
- Now consider I am creating a directory structure for my CSharp Project like this (on File System) at this location 
C:\Mine\csharp\command. Here I created two folders inside command folder. source and build. 
- Now from any 
Text Editor create a small sample program (I am using Notepad++), as below, save it as WinFormExample.cs under source folder : 
using System;
using System.Drawing;
using System.Windows.Forms;
namespace CSharpGUI {
    public class WinFormExample : Form {
        private Button button;
        public WinFormExample() {
            DisplayGUI();
        }
        private void DisplayGUI() {
            this.Name = "WinForm Example";
            this.Text = "WinForm Example";
            this.Size = new Size(150, 150);
            this.StartPosition = FormStartPosition.CenterScreen;
            button = new Button();
            button.Name = "button";
            button.Text = "Click Me!";
            button.Size = new Size(this.Width - 50, this.Height - 100);
            button.Location = new Point(
                (this.Width - button.Width) / 3 ,
                (this.Height - button.Height) / 3);
            button.Click += new System.EventHandler(this.MyButtonClick);
            this.Controls.Add(button);
        }
        private void MyButtonClick(object source, EventArgs e) {
            MessageBox.Show("My First WinForm Application");
        }
        public static void Main(String[] args) {
            Application.Run(new WinFormExample());
        }
    }
}
- Now type 
csc /out:build\WinFormExample.exe source\WinFormExample.cs (more info is given at the end, for compiler options)and press ENTER to compile as shown below :

 
- Now simply run it using 
.\build\WinExample, as shown below :

 
- Now your simple 
GUI Application is up and running :-) 
Do let me know, I can explain the same thingy regarding Java as well, if need be :-)
More info regarding Compiler Options can be found on C# Compiler Options Listed Alphabetically