Примерно так, очевидно, ваш код подключения будет другим (лучше):
SqlConnection conn = null;
conn = new SqlConnection("yourConnectionString");
conn.Open();
string strSQLCommand = "CREATE VIEW vw_YourView AS SELECT YOurColumn FROM YourTable";
SqlCommand command = new SqlCommand(strSQLCommand, conn);
string returnvalue = (string)command.ExecuteScalar();
conn.Close();