This application doesn't work on its own. You will also need a GSM phone attached to PC and installed properly with its drivers, then you can start the application and use it to send SMS from PC through the phone. The current SMS plan of the phone will be used.
Download application: http://www.microsoft.com/en-us/download/details.aspx?id=5552
To send an SMS, connect the phone from the Available Devices menu and then add the phone number in the Destination Number field. Type the message, and then you can send it.