The short answer is no. C# is not just for web apps, it is just another programming language, like Visual Basic or C. It can be used to build a variety of application types, both server and client based.
Strictly speaking there's no such thing as Visual C#. There IS such as thing as Visual Basic though, but no Visual C#. No such animal.
Visual Basic was so named because it was a language which had an IDE (Integrated Development Environment) which heavily used a WYSIWYG interface (What You See Is What You Get) -> hence "Visual" Basic.
There is Visual Studio.NET (VS.NET), which is the most common IDE for all the .NET framework languages. This includes C#, VB.NET, J# etc.
VS.NET provides a user interface to allow a developer to develop applications more rapidly by taking out a lot of the "leg work" of programming, such as compiling your application, or showing you what a final window may look like, very similar to the original concepts of Visual Basic.