On Windows using .Net Core makes this fairly trivial.

You basically install the .Net Core SDK and then run these commands to create your first executable:

  dotnet new
  dotnet build
  dotnet run

And I suspect it is the same on the other platforms

Here is an simple console example with more detail: https://www.zeusedit.com/phpBB3/viewtopic.php?f=5&t=8135