In the past, you might have learned a language such as C or Java without much concern about the platform on which you would be programming. These languages had versions available for various operating systems, whether that was a Unix box or a PC running Windows.
C#, however, was created specifically for .NET. Although cross-platform versions of .NET do exist, for now the overwhelming majority of .NET programs will be written to run on a machine running one of the Windows operating systems.
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