Sometimes applications don't need any GUI, either because they are running in the background as Windows Services or because the should be called only from the command line, for example as planned tasks, or for other batch processes.
All these applications can be used als with X#, and in fact they are much easier to write than GUI applications because they don't need a user interaction. The .NET Framework includes samples for both, and samples are also available for X#.
The most simple “Hello World” application written in X# is simple like this piece of code:
function Start( ) as void System.Console.WriteLine("Hello World!") return