CustomVertex.TransformedColored[] vertices = new CustomVertex.TransformedColored[3];

  vertices[0].Position = new Vector4(150f, 100f, 0f, 1f);

  vertices[0].Color = Color.Red.ToArgb();   

  vertices[1].Position = new Vector4(this.Width/2+100f, 100f, 0f, 1f);

  vertices[1].Color = Color.Green.ToArgb();

  vertices[2].Position = new Vector4(250f, 300f, 0f, 1f);

  vertices[2].Color = Color.Yellow.ToArgb();  

  The first line creates an array to hold the information for 3 vertices. TransformedColored means the coordinates of the points will be screen coordinates and each of the points can have its own color. Next we fill in the position and information for 3 points. The'f' behind the numbers simply convert the integers to floats, the expected format. Don't pay attention to the 4th coordinate for now.

All we have to do now is tell the device to paint the triangle! Right after the Clear call, add these lines:

  device.BeginScene();

  device.EndScene();

The first line tells the device the 'scene' will be built next. The scene is the whole world of objects the device has to display. The last line indicates the end of the scene definition. The following lines will define our scene (that currently only consists of 1 simple triangle), so add them between the BeginScene  and EndScene calls:

  device.VertexFormat = CustomVertex.TransformedColored.Format;

  device.DrawUserPrimitives(PrimitiveType.TriangleList, 1, vertices);

First we tell the device what kind of vertex information to expect. The last line actually draws the triangle. The first argument indicates that a list of separate triangles is coming. If you would draw 4 triangles, you would need a vertex array of 12 vertices. Another possibility is a TriangleStrip. This is useful to draw triangles that are connected to each other. The first 3 vertices of the array define the first triangle. The second triangle is defined by the second, third en fourth vertex of the array. The third triangle by the third, fourth and fifth vertex and so on. So for drawing 4 triangles, you will only need 6 vertices. 

That's all there is to it! Running this code will already give you a colorfull triangle on a blue background. Feel free to experiment with the colors and the coordinates.

There still is a problem you might encounter while resizing the window. Try adjusting the width of the window. Sometimes, Windows doesn't consider resizing a window important enough to repaint the whole window. To solve the problem, simply add the following line to the bottom of your OnPaint method:

  this.Invalidate();

You should also add the following line to the constructor of your form:

  this.SetStyle(ControlStyles.AllPaintingInWmPaint | ControlStyles.Opaque, true);

Much better. I've listed the total code below :

using System;

using System.Drawing;

using System.Collections;

using System.ComponentModel;

using System.Windows.Forms;

using System.Data;

using Microsoft.DirectX;

using Microsoft.DirectX.Direct3D;

namespace DirectX_Tutorial

{

      public class WinForm : System.Windows.Forms.Form

      {

            private Device device;

            private System.ComponentModel.Container components = null;

            public WinForm()

            {

                  InitializeComponent();

                  this.SetStyle(ControlStyles.AllPaintingInWmPaint | ControlStyles.Opaque, true);

            }

            public void InitializeDevice()

            {

                  PresentParameters presentParams = new PresentParameters();

                  presentParams.Windowed = true;

                  presentParams.SwapEffect = SwapEffect.Discard;

                  device = new Device(0, DeviceType.Hardware, this, CreateFlags.SoftwareVertexProcessing, presentParams);

            }

            protected override void OnPaint(System.Windows.Forms.PaintEventArgs e)

            {

                  CustomVertex.TransformedColored[] vertices = new CustomVertex.TransformedColored[3];

                  vertices[0].Position = new Vector4(150f, 100f, 0f, 1f);

                  vertices[0].Color = Color.Red.ToArgb();

                  vertices[1].Position = new Vector4(this.Width/2+100f, 100f, 0f, 1f);

                  vertices[1].Color = Color.Green.ToArgb();

                  vertices[2].Position = new Vector4(250f, 300f, 0f, 1f);

                  vertices[2].Color = Color.Yellow.ToArgb();

                  device.Clear(ClearFlags.Target, Color.DarkSlateBlue , 1.0f, 0);

                  device.BeginScene();

                  device.VertexFormat = CustomVertex.TransformedColored.Format;

                  device.DrawUserPrimitives(PrimitiveType.TriangleList, 1, vertices);

                  device.EndScene();

                  device.Present();

                  this.Invalidate();

            }

            protected override void Dispose (bool disposing)

            {

                  if (disposing)

                  {

                        if (components != null)

                        {

                             components.Dispose();

                        }

                  }

                  base.Dispose(disposing);

            }

            private void InitializeComponent()

            {

                  this.components = new System.ComponentModel.Container();

                  this.Size = new System.Drawing.Size(500,500);

                  this.Text = "DirectX Tutorial";

            }

            static void Main()

            {

                  using (WinForm our_directx_form = new WinForm())

                  {

                        our_directx_form.InitializeDevice();

                        Application.Run(our_directx_form);

                  }

            }

      }

}