I want to write a custom search command. I am able to find samples of doing that in python but unable to find anything to do that in any other language. Can someone please provide a sample in c#
Custom Command Version 2 protocol is used by Python SDK only. You would need to check with Splunk Team for future road map.
Do you mean run C# within a splunk query itself? I'm not aware of that being possible, but you can call splunk from C# with the SDK. Here's an example: http://dev.splunk.com/view/csharp-sdk/SP-CAAAEUK